UC WAR. CALL 03/25 WIB/ DE000UG0JRZ9 /
| 1/8/2025 9:46:29 PM | Chg.-0.4300 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3900EUR | -23.63% | 1.2800 Bid Size: 3,000 |
1.4600 Ask Size: 3,000 |
WIENERBERGER | 26.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG0JRZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WIENERBERGER |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.15 |
|---|---|
| Intrinsic value: | 0.08 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.23 |
| Parity: | 0.08 |
| Time value: | 1.79 |
| Break-even: | 27.87 |
| Moneyness: | 1.00 |
| Premium: | 0.07 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.19 |
| Spread %: | 11.31% |
| Delta: | 0.55 |
| Theta: | -0.01 |
| Omega: | 7.72 |
| Rho: | 0.02 |
Quote data
| Open: | 1.7200 |
|---|---|
| High: | 1.8300 |
| Low: | 1.3900 |
| Previous Close: | 1.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -33.17% | ||
|---|---|---|---|
| 1 Month | -54.43% | ||
| 3 Months | - | ||
| YTD | -33.17% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.8200 |
|---|---|---|
| 1M High / 1M Low: | 3.2800 | 1.7300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 2.1100 |
| Low (YTD): | 1/7/2025 | 1.8200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1924 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 107.34% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |