UC WAR. CALL 09/25 SAX/ DE000UG0Q286 /
| 1/24/2025 9:46:38 PM | Chg.+0.0400 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3500EUR | +3.05% | 1.3300 Bid Size: 4,000 |
1.3800 Ask Size: 4,000 |
STROEER SE + CO. KGA... | 45.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | UG0Q28 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | STROEER SE + CO. KGAA |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 11/21/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 1.17 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.29 |
| Parity: | 1.17 |
| Time value: | 0.21 |
| Break-even: | 58.80 |
| Moneyness: | 1.26 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.05 |
| Spread %: | 3.76% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 3.51 |
| Rho: | 0.22 |
Quote data
| Open: | 1.3300 |
|---|---|
| High: | 1.3500 |
| Low: | 1.3300 |
| Previous Close: | 1.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | +159.62% | ||
| 3 Months | - | ||
| YTD | +170.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.4500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/24/2025 | 1.3500 |
| Low (YTD): | 1/6/2025 | 0.4500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9189 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 550.86% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |