UC WAR. CALL 09/25 BSN/ DE000UG0JQU2 /
| 1/10/2025 9:00:54 AM | Chg.-0.0300 | Bid9:11:03 AM | Ask9:11:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1000EUR | -23.08% | 0.1200 Bid Size: 100,000 |
0.1400 Ask Size: 100,000 |
DANONE S.A. EO -,25 | 72.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | UG0JQU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 72.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 49.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.12 |
| Parity: | -0.72 |
| Time value: | 0.13 |
| Break-even: | 73.30 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.02 |
| Spread %: | 18.18% |
| Delta: | 0.27 |
| Theta: | -0.01 |
| Omega: | 13.52 |
| Rho: | 0.11 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1000 |
| Low: | 0.1000 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -16.67% | ||
| 3 Months | - | ||
| YTD | -16.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.1400 | 0.1100 |
|---|---|---|
| 1M High / 1M Low: | 0.1400 | 0.1100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.1400 |
| Low (YTD): | 1/8/2025 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1233 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.91% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |