UniCredit Call 66 BSN 19.03.2025
/ DE000UG14DZ2
UniCredit Call 66 BSN 19.03.2025/ DE000UG14DZ2 /
| 23/01/2025 20:06:28 |
Chg.0.000 |
Bid21:04:55 |
Ask21:04:55 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.150EUR |
0.00% |
0.150
Bid Size: 30,000 |
0.160
Ask Size: 30,000 |
DANONE S.A. EO -,25 |
66.00 EUR |
19/03/2025 |
Call |
Master data
| WKN: |
UG14DZ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
DANONE S.A. EO -,25 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
66.00 EUR |
| Maturity: |
19/03/2025 |
| Issue date: |
09/12/2024 |
| Last trading day: |
18/03/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
40.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.10 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.18 |
| Historic volatility: |
0.13 |
| Parity: |
-0.08 |
| Time value: |
0.16 |
| Break-even: |
67.60 |
| Moneyness: |
0.99 |
| Premium: |
0.04 |
| Premium p.a.: |
0.28 |
| Spread abs.: |
0.02 |
| Spread %: |
14.29% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
18.99 |
| Rho: |
0.04 |
Quote data
| Open: |
0.150 |
| High: |
0.160 |
| Low: |
0.150 |
| Previous Close: |
0.150 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.38% |
| 1 Month |
|
|
-6.25% |
| 3 Months |
|
|
- |
| YTD |
|
|
-6.25% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.170 |
0.130 |
| 1M High / 1M Low: |
0.210 |
0.110 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
07/01/2025 |
0.210 |
| Low (YTD): |
14/01/2025 |
0.110 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.154 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.157 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
293.55% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |