UC WAR. CALL 12/25 BSN/ DE000UG1BEA5 /
| 1/10/2025 11:45:43 AM | Chg.-0.0050 | Bid1:19:13 PM | Ask1:19:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0760EUR | -6.17% | 0.0730 Bid Size: 250,000 |
0.0780 Ask Size: 250,000 |
DANONE S.A. EO -,25 | 78.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | UG1BEA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 78.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 12/16/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 66.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.13 |
| Parity: | -1.24 |
| Time value: | 0.10 |
| Break-even: | 78.98 |
| Moneyness: | 0.84 |
| Premium: | 0.20 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.02 |
| Spread %: | 32.43% |
| Delta: | 0.19 |
| Theta: | 0.00 |
| Omega: | 12.69 |
| Rho: | 0.11 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.0760 |
| Low: | 0.0600 |
| Previous Close: | 0.0810 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.70% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | +2.70% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.0860 | 0.0700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/7/2025 | 0.0860 |
| Low (YTD): | 1/6/2025 | 0.0700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0766 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | - | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |