UniCredit Call 50 AZ2 19.03.2025
/ DE000UG0T330
UniCredit Call 50 AZ2 19.03.2025/ DE000UG0T330 /
| 1/23/2025 9:38:38 AM |
Chg.+0.020 |
Bid2:11:15 PM |
Ask2:11:15 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.450EUR |
+4.65% |
0.420
Bid Size: 70,000 |
0.430
Ask Size: 70,000 |
ANDRITZ AG |
50.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
UG0T33 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ANDRITZ AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
11/25/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.29 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.25 |
| Parity: |
0.29 |
| Time value: |
0.17 |
| Break-even: |
54.60 |
| Moneyness: |
1.06 |
| Premium: |
0.03 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.04 |
| Spread %: |
9.52% |
| Delta: |
0.70 |
| Theta: |
-0.03 |
| Omega: |
8.01 |
| Rho: |
0.05 |
Quote data
| Open: |
0.450 |
| High: |
0.450 |
| Low: |
0.450 |
| Previous Close: |
0.430 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+21.62% |
| 1 Month |
|
|
+136.84% |
| 3 Months |
|
|
- |
| YTD |
|
|
+114.29% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.430 |
0.370 |
| 1M High / 1M Low: |
0.430 |
0.190 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/22/2025 |
0.430 |
| Low (YTD): |
1/10/2025 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.406 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
149.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |