UniCredit Call 82 VOW3 15.01.2025
/ DE000UG0CP17
UniCredit Call 82 VOW3 15.01.2025/ DE000UG0CP17 /
| 1/9/2025 8:48:07 PM |
Chg.- |
Bid8:14:54 AM |
Ask8:14:54 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.770EUR |
- |
0.690
Bid Size: 15,000 |
-
Ask Size: - |
VOLKSWAGEN AG VZO O.... |
82.00 EUR |
1/15/2025 |
Call |
Master data
| WKN: |
UG0CP1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VOLKSWAGEN AG VZO O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
82.00 EUR |
| Maturity: |
1/15/2025 |
| Issue date: |
11/13/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
11.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.74 |
| Intrinsic value: |
0.73 |
| Implied volatility: |
0.64 |
| Historic volatility: |
0.23 |
| Parity: |
0.73 |
| Time value: |
0.06 |
| Break-even: |
89.90 |
| Moneyness: |
1.09 |
| Premium: |
0.01 |
| Premium p.a.: |
0.48 |
| Spread abs.: |
0.08 |
| Spread %: |
11.27% |
| Delta: |
0.86 |
| Theta: |
-0.14 |
| Omega: |
9.73 |
| Rho: |
0.01 |
Quote data
| Open: |
0.610 |
| High: |
0.780 |
| Low: |
0.610 |
| Previous Close: |
0.720 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+50.98% |
| 1 Month |
|
|
+45.28% |
| 3 Months |
|
|
- |
| YTD |
|
|
0.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.440 |
| 1M High / 1M Low: |
0.980 |
0.440 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
1/9/2025 |
0.770 |
| Low (YTD): |
1/6/2025 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.638 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.649 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
327.29% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |