UniCredit Call 150 BIIB 15.01.2025
/ DE000UG1DT86
UniCredit Call 150 BIIB 15.01.202.../ DE000UG1DT86 /
| 1/10/2025 8:45:38 AM |
Chg.-0.070 |
Bid1/10/2025 |
Ask1/10/2025 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.270EUR |
-20.59% |
0.270
Bid Size: 10,000 |
0.330
Ask Size: 10,000 |
Biogen Inc |
150.00 USD |
1/15/2025 |
Call |
Master data
| WKN: |
UG1DT8 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Biogen Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
1/15/2025 |
| Issue date: |
12/18/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
36.54 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.22 |
| Intrinsic value: |
0.07 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.24 |
| Parity: |
0.07 |
| Time value: |
0.33 |
| Break-even: |
149.44 |
| Moneyness: |
1.01 |
| Premium: |
0.02 |
| Premium p.a.: |
2.85 |
| Spread abs.: |
0.02 |
| Spread %: |
5.26% |
| Delta: |
0.55 |
| Theta: |
-0.30 |
| Omega: |
20.01 |
| Rho: |
0.01 |
Quote data
| Open: |
0.270 |
| High: |
0.270 |
| Low: |
0.270 |
| Previous Close: |
0.340 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-53.45% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
-53.45% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.580 |
0.340 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.580 |
| Low (YTD): |
1/9/2025 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.502 |
| Avg. volume 1W: |
|
0.000 |
| 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: |
|
- |