UniCredit Call 23 BAYN 19.02.2025
/ DE000UG0NAJ1
UniCredit Call 23 BAYN 19.02.2025/ DE000UG0NAJ1 /
| 1/10/2025 8:38:05 AM |
Chg.-0.060 |
Bid11:55:59 AM |
Ask11:55:59 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.090EUR |
-40.00% |
0.220
Bid Size: 150,000 |
0.230
Ask Size: 150,000 |
BAYER AG NA O.N. |
23.00 EUR |
2/19/2025 |
Call |
Master data
| WKN: |
UG0NAJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BAYER AG NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
23.00 EUR |
| Maturity: |
2/19/2025 |
| Issue date: |
11/20/2024 |
| Last trading day: |
2/18/2025 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
98.79 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.33 |
| Parity: |
-3.24 |
| Time value: |
0.20 |
| Break-even: |
23.20 |
| Moneyness: |
0.86 |
| Premium: |
0.17 |
| Premium p.a.: |
3.33 |
| Spread abs.: |
0.06 |
| Spread %: |
42.86% |
| Delta: |
0.15 |
| Theta: |
-0.01 |
| Omega: |
15.03 |
| Rho: |
0.00 |
Quote data
| Open: |
0.090 |
| High: |
0.090 |
| Low: |
0.090 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
-79.55% |
| 3 Months |
|
|
- |
| YTD |
|
|
+28.57% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.160 |
0.040 |
| 1M High / 1M Low: |
0.440 |
0.040 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/8/2025 |
0.160 |
| Low (YTD): |
1/6/2025 |
0.040 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.118 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.207 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
1,033.20% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |