UniCredit Call 18 VAS 18.06.2025
/ DE000UG0JRW6
UniCredit Call 18 VAS 18.06.2025/ DE000UG0JRW6 /
| 1/24/2025 8:11:48 PM |
Chg.+0.14 |
Bid10:00:30 PM |
Ask10:00:30 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.00EUR |
+7.53% |
-
Bid Size: - |
-
Ask Size: - |
VOESTALPINE AG |
18.00 EUR |
6/18/2025 |
Call |
Master data
| WKN: |
UG0JRW |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOESTALPINE AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
18.00 EUR |
| Maturity: |
6/18/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.71 |
| Intrinsic value: |
0.72 |
| Implied volatility: |
0.36 |
| Historic volatility: |
0.26 |
| Parity: |
0.72 |
| Time value: |
1.40 |
| Break-even: |
20.12 |
| Moneyness: |
1.04 |
| Premium: |
0.07 |
| Premium p.a.: |
0.20 |
| Spread abs.: |
0.15 |
| Spread %: |
7.61% |
| Delta: |
0.63 |
| Theta: |
-0.01 |
| Omega: |
5.58 |
| Rho: |
0.04 |
Quote data
| Open: |
2.09 |
| High: |
2.09 |
| Low: |
2.00 |
| Previous Close: |
1.86 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.73% |
| 1 Month |
|
|
+12.99% |
| 3 Months |
|
|
- |
| YTD |
|
|
+13.64% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.00 |
1.69 |
| 1M High / 1M Low: |
2.00 |
1.23 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/24/2025 |
2.00 |
| Low (YTD): |
1/10/2025 |
1.23 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.87 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.64 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.08% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |