UC WAR. CALL 03/25 SQU/ DE000UG14EG0 /
| 1/24/2025 9:46:47 PM | Chg.-0.1000 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | -20.00% | 0.3900 Bid Size: 12,000 |
0.4200 Ask Size: 12,000 |
VINCI S.A. INH. EO... | 102.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG14EG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 102.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 12/9/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.20 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.19 |
| Parity: | 0.20 |
| Time value: | 0.32 |
| Break-even: | 107.10 |
| Moneyness: | 1.02 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.03 |
| Spread %: | 6.25% |
| Delta: | 0.62 |
| Theta: | -0.04 |
| Omega: | 12.55 |
| Rho: | 0.09 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.5200 |
| Low: | 0.4000 |
| Previous Close: | 0.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | +25.00% | ||
| 3 Months | - | ||
| YTD | +21.21% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/23/2025 | 0.5000 |
| Low (YTD): | 1/13/2025 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3544 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.57% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |