UniCredit Call 490 MUV2 15.01.2025
/ DE000UG0CNC2
UniCredit Call 490 MUV2 15.01.202.../ DE000UG0CNC2 /
| 12/17/2024 8:48:20 AM |
Chg.- |
Bid10:00:32 PM |
Ask10:00:32 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.33EUR |
- |
-
Bid Size: - |
-
Ask Size: - |
MUENCH.RUECKVERS.VNA... |
490.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
UG0CNC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
490.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
12/17/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
15.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.50 |
| Intrinsic value: |
1.40 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.20 |
| Parity: |
1.40 |
| Time value: |
1.85 |
| Break-even: |
522.50 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
7.96 |
| Spread abs.: |
0.43 |
| Spread %: |
15.25% |
| Delta: |
0.61 |
| Theta: |
-2.03 |
| Omega: |
9.53 |
| Rho: |
0.05 |
Quote data
| Open: |
3.33 |
| High: |
3.33 |
| Low: |
3.33 |
| Previous Close: |
3.49 |
| Turnover: |
0.00 |
| Market phase: |
SU |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+53.46% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
3.49 |
1.21 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.24 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
821.99% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |