UC WAR. CALL 06/25 VOL1/ DE000UG045D8 /
| 1/10/2025 7:45:46 PM | Chg.-0.1100 | Bid8:00:00 PM | Ask8:00:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -21.15% | 0.3000 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
Volvo, AB ser. B | 330.00 SEK | 6/18/2025 | Call |
Master data
| WKN: | UG045D |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Volvo, AB ser. B |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 330.00 SEK |
| Maturity: | 6/18/2025 |
| Issue date: | 11/7/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 40.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.26 |
| Parity: | -3.48 |
| Time value: | 0.63 |
| Break-even: | 29.35 |
| Moneyness: | 0.88 |
| Premium: | 0.16 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.20 |
| Spread %: | 46.51% |
| Delta: | 0.27 |
| Theta: | 0.00 |
| Omega: | 10.72 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2700 |
|---|---|
| High: | 0.4200 |
| Low: | 0.2700 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +64.00% | ||
|---|---|---|---|
| 1 Month | -36.92% | ||
| 3 Months | - | ||
| YTD | +78.26% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.6500 | 0.2200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.5200 |
| Low (YTD): | 1/2/2025 | 0.2300 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3960 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3922 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 273.60% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |