UniCredit Call 160 IDP 15.01.2025/  DE000UG0MYY2  /

EUWAX
1/3/2025  2:49:21 PM Chg.- Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.140EUR - -
Bid Size: -
-
Ask Size: -
BIOGEN INC. DL -,000... 160.00 - 1/15/2025 Call
 

Master data

WKN: UG0MYY
Issuer: UniCredit
Currency: EUR
Underlying: BIOGEN INC. DL -,0005
Type: Warrant
Option type: Call
Strike price: 160.00 -
Maturity: 1/15/2025
Issue date: 11/20/2024
Last trading day: 1/6/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 85.98
Leverage: Yes

Calculated values

Fair value: 0.00
Intrinsic value: 0.00
Implied volatility: 0.81
Historic volatility: 0.24
Parity: -1.38
Time value: 0.17
Break-even: 161.70
Moneyness: 0.91
Premium: 0.11
Premium p.a.: 0.00
Spread abs.: -0.01
Spread %: -5.56%
Delta: 0.21
Theta: -0.37
Omega: 17.89
Rho: 0.00
 

Quote data

Open: 0.130
High: 0.140
Low: 0.130
Previous Close: 0.180
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -77.42%
3 Months     -
YTD
  -36.36%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.140 0.140
1M High / 1M Low: 0.640 0.140
6M High / 6M Low: - -
High (YTD): 1/2/2025 0.180
Low (YTD): 1/3/2025 0.140
52W High: - -
52W Low: - -
Avg. price 1W:   0.140
Avg. volume 1W:   0.000
Avg. price 1M:   0.332
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   201.76%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -