UC WAR. CALL 06/26 GOS/ DE000UG0YF21 /
| 24/01/2025 13:40:39 | Chg.-0.1500 | Bid15:28:46 | Ask15:28:46 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | -6.79% | 1.8800 Bid Size: 4,000 |
2.0600 Ask Size: 4,000 |
Goldman Sachs Group ... | 850.00 USD | 17/06/2026 | Call |
Master data
| WKN: | UG0YF2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 850.00 USD |
| Maturity: | 17/06/2026 |
| Issue date: | 02/12/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.25 |
| Parity: | -20.21 |
| Time value: | 2.20 |
| Break-even: | 838.07 |
| Moneyness: | 0.75 |
| Premium: | 0.36 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.04 |
| Spread %: | 1.85% |
| Delta: | 0.24 |
| Theta: | -0.06 |
| Omega: | 6.72 |
| Rho: | 1.75 |
Quote data
| Open: | 2.0600 |
|---|---|
| High: | 2.0600 |
| Low: | 2.0600 |
| Previous Close: | 2.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.98% | ||
|---|---|---|---|
| 1 Month | +58.46% | ||
| 3 Months | - | ||
| YTD | +64.80% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.2400 | 2.0400 |
|---|---|---|
| 1M High / 1M Low: | 2.2400 | 1.1500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 20/01/2025 | 2.2400 |
| Low (YTD): | 13/01/2025 | 1.1500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5894 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |