UC WAR. CALL 12/26 GOS/ DE000UG1RD62 /
| 1/24/2025 9:42:16 PM | Chg.-0.1500 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1800EUR | -4.50% | 3.1600 Bid Size: 10,000 |
3.2000 Ask Size: 10,000 |
Goldman Sachs Group ... | 850.00 USD | 12/16/2026 | Call |
Master data
| WKN: | UG1RD6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Goldman Sachs Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 850.00 USD |
| Maturity: | 12/16/2026 |
| Issue date: | 1/7/2025 |
| Last trading day: | 12/15/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.44 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.54 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.25 |
| Parity: | -20.21 |
| Time value: | 3.33 |
| Break-even: | 849.37 |
| Moneyness: | 0.75 |
| Premium: | 0.38 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 1.22% |
| Delta: | 0.30 |
| Theta: | -0.06 |
| Omega: | 5.54 |
| Rho: | 2.86 |
Quote data
| Open: | 3.1900 |
|---|---|
| High: | 3.2300 |
| Low: | 3.1800 |
| Previous Close: | 3.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.58% | ||
|---|---|---|---|
| 1 Month | - | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 3.3300 | 3.0700 |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2200 | |
| 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: | - |