UniCredit Call 20 MS51 19.03.2025
/ DE000UG0K2W7
UniCredit Call 20 MS51 19.03.2025/ DE000UG0K2W7 /
| 12/30/2024 9:58:40 AM |
Chg.- |
Bid10:00:27 PM |
Ask10:00:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 12.50EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
SUPER MICRO O.N. |
20.00 - |
3/19/2025 |
Call |
Master data
| WKN: |
UG0K2W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
SUPER MICRO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
3/19/2025 |
| Issue date: |
11/18/2024 |
| Last trading day: |
12/30/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
2.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
13.25 |
| Intrinsic value: |
12.53 |
| Implied volatility: |
0.93 |
| Historic volatility: |
1.08 |
| Parity: |
12.53 |
| Time value: |
0.45 |
| Break-even: |
32.98 |
| Moneyness: |
1.63 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.66 |
| Spread %: |
5.36% |
| Delta: |
0.94 |
| Theta: |
-0.01 |
| Omega: |
2.35 |
| Rho: |
0.03 |
Quote data
| Open: |
12.50 |
| High: |
12.50 |
| Low: |
12.50 |
| Previous Close: |
13.43 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-5.45% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
13.43 |
12.50 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
13.05 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
60.44% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |