UC WAR. PUT 03/25 BMT/ DE000UG0YCB1 /
| 1/10/2025 5:46:55 PM | Chg.+0.0900 | Bid5:50:13 PM | Ask5:50:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2300EUR | +7.89% | 1.2200 Bid Size: 6,000 |
1.2600 Ask Size: 6,000 |
British American Tob... | 30.00 GBP | 3/19/2025 | Put |
Master data
| WKN: | UG0YCB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | British American Tobacco PLC ORD 25P |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 30.00 GBP |
| Maturity: | 3/19/2025 |
| Issue date: | 12/2/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -29.18 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.25 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | 0.25 |
| Time value: | 0.97 |
| Break-even: | 34.63 |
| Moneyness: | 1.01 |
| Premium: | 0.03 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.11 |
| Spread %: | 9.91% |
| Delta: | -0.49 |
| Theta: | -0.01 |
| Omega: | -14.32 |
| Rho: | -0.03 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.2300 |
| Low: | 1.0900 |
| Previous Close: | 1.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.38% | ||
|---|---|---|---|
| 1 Month | -36.92% | ||
| 3 Months | - | ||
| YTD | -34.22% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 1.3700 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.1400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/2/2025 | 1.4900 |
| Low (YTD): | 1/9/2025 | 1.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7117 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 125.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |