UniCredit Call 480 MUV2 19.02.2025
/ DE000UG0NF99
UniCredit Call 480 MUV2 19.02.202.../ DE000UG0NF99 /
| 1/23/2025 8:37:40 AM |
Chg.+1.31 |
Bid10:09:36 AM |
Ask10:09:36 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.17EUR |
+45.80% |
4.42
Bid Size: 20,000 |
4.43
Ask Size: 20,000 |
MUENCH.RUECKVERS.VNA... |
480.00 EUR |
2/19/2025 |
Call |
Master data
| WKN: |
UG0NF9 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
480.00 EUR |
| Maturity: |
2/19/2025 |
| Issue date: |
11/20/2024 |
| Last trading day: |
2/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.43 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.40 |
| Intrinsic value: |
4.24 |
| Implied volatility: |
0.28 |
| Historic volatility: |
0.20 |
| Parity: |
4.24 |
| Time value: |
0.33 |
| Break-even: |
525.70 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.07 |
| Spread %: |
1.56% |
| Delta: |
0.88 |
| Theta: |
-0.17 |
| Omega: |
10.10 |
| Rho: |
0.31 |
Quote data
| Open: |
4.17 |
| High: |
4.17 |
| Low: |
4.17 |
| Previous Close: |
2.86 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+64.82% |
| 1 Month |
|
|
+43.79% |
| 3 Months |
|
|
- |
| YTD |
|
|
+78.97% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
2.86 |
2.53 |
| 1M High / 1M Low: |
3.17 |
1.76 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
3.17 |
| Low (YTD): |
1/13/2025 |
1.76 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.77 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.49 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
224.82% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |