UniCredit Call 900 GS 16.12.2026/  DE000UG1RD70  /

Stuttgart
1/9/2025  2:38:11 PM Chg.0.00 Bid4:41:06 PM Ask4:41:06 PM Underlying Strike price Expiration date Option type
1.61EUR 0.00% 1.64
Bid Size: 4,000
1.89
Ask Size: 4,000
Goldman Sachs Group ... 900.00 USD 12/16/2026 Call
 

Master data

WKN: UG1RD7
Issuer: UniCredit
Currency: EUR
Underlying: Goldman Sachs Group Inc
Type: Warrant
Option type: Call
Strike price: 900.00 USD
Maturity: 12/16/2026
Issue date: 1/7/2025
Last trading day: 12/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 33.08
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.24
Parity: -31.03
Time value: 1.70
Break-even: 889.66
Moneyness: 0.64
Premium: 0.58
Premium p.a.: 0.27
Spread abs.: 0.06
Spread %: 3.66%
Delta: 0.18
Theta: -0.04
Omega: 6.04
Rho: 1.66
 

Quote data

Open: 1.51
High: 1.61
Low: 1.51
Previous Close: 1.61
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

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Volatility 3Y:   -