UniCredit Call 58 BNR 19.03.2025
/ DE000UG0F0E6
UniCredit Call 58 BNR 19.03.2025/ DE000UG0F0E6 /
| 1/9/2025 8:15:43 PM |
Chg.- |
Bid8:09:56 AM |
Ask8:09:56 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.230EUR |
- |
0.190
Bid Size: 20,000 |
0.290
Ask Size: 20,000 |
BRENNTAG SE NA O.N. |
58.00 EUR |
3/19/2025 |
Call |
Master data
| WKN: |
UG0F0E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
BRENNTAG SE NA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
58.00 EUR |
| Maturity: |
3/19/2025 |
| Issue date: |
11/14/2024 |
| Last trading day: |
3/18/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
20.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.20 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.24 |
| Parity: |
-0.10 |
| Time value: |
0.28 |
| Break-even: |
60.80 |
| Moneyness: |
0.98 |
| Premium: |
0.07 |
| Premium p.a.: |
0.41 |
| Spread abs.: |
0.04 |
| Spread %: |
16.67% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
10.00 |
| Rho: |
0.05 |
Quote data
| Open: |
0.200 |
| High: |
0.240 |
| Low: |
0.200 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-14.81% |
| 1 Month |
|
|
-62.30% |
| 3 Months |
|
|
- |
| YTD |
|
|
-28.13% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.230 |
| 1M High / 1M Low: |
0.620 |
0.230 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/7/2025 |
0.320 |
| Low (YTD): |
1/9/2025 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.274 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.366 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
168.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |