UC WAR. CALL 09/25 SQU/ DE000UG0JRF1 /
| 1/24/2025 9:45:01 PM | Chg.-0.1100 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | -9.17% | 1.0800 Bid Size: 8,000 |
1.1100 Ask Size: 8,000 |
VINCI S.A. INH. EO... | 95.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | UG0JRF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 95.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.27 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.17 |
| Historic volatility: | 0.19 |
| Parity: | 0.90 |
| Time value: | 0.33 |
| Break-even: | 107.20 |
| Moneyness: | 1.09 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 2.52% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 6.89 |
| Rho: | 0.46 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.2300 |
| Low: | 1.0800 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.68% | ||
|---|---|---|---|
| 1 Month | +21.11% | ||
| 3 Months | - | ||
| YTD | +18.48% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.8900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/23/2025 | 1.2000 |
| Low (YTD): | 1/13/2025 | 0.8900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9906 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 82.37% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |