UC WAR. CALL 06/25 GXI/ DE000UG0F1Y2 /
| 1/10/2025 3:46:24 PM | Chg.-0.0800 | Bid5:26:41 PM | Ask5:26:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | -10.26% | - Bid Size: 100,000 |
- Ask Size: 100,000 |
GERRESHEIMER AG | 70.00 EUR | 6/18/2025 | Call |
Master data
| WKN: | UG0F1Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | GERRESHEIMER AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 6/18/2025 |
| Issue date: | 11/14/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.40 |
| Parity: | -0.12 |
| Time value: | 0.80 |
| Break-even: | 78.00 |
| Moneyness: | 0.98 |
| Premium: | 0.13 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.06 |
| Spread %: | 8.11% |
| Delta: | 0.55 |
| Theta: | -0.03 |
| Omega: | 4.75 |
| Rho: | 0.13 |
Quote data
| Open: | 0.6900 |
|---|---|
| High: | 0.7400 |
| Low: | 0.6900 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.09% | ||
|---|---|---|---|
| 1 Month | -48.91% | ||
| 3 Months | - | ||
| YTD | -20.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.4500 | 0.7600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 0.8100 |
| Low (YTD): | 1/8/2025 | 0.7600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0267 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 133.12% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |