UC WAR. CALL 09/25 1BR1/ DE000UG02DB8 /
| 1/10/2025 5:45:46 PM | Chg.-0.0100 | Bid6:30:16 PM | Ask6:30:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3300 Bid Size: 10,000 |
0.3600 Ask Size: 10,000 |
URW (STAPLED SHS) E... | 85.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | UG02DB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | URW (STAPLED SHS) EO-,05 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 85.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 11/4/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.21 |
| Parity: | -1.08 |
| Time value: | 0.39 |
| Break-even: | 88.90 |
| Moneyness: | 0.87 |
| Premium: | 0.20 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.05 |
| Spread %: | 14.71% |
| Delta: | 0.36 |
| Theta: | -0.02 |
| Omega: | 6.86 |
| Rho: | 0.16 |
Quote data
| Open: | 0.3400 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3400 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.94% | ||
|---|---|---|---|
| 1 Month | -12.50% | ||
| 3 Months | - | ||
| YTD | +9.38% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.4000 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.4000 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.4000 |
| Low (YTD): | 1/3/2025 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3483 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.87% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |