UniCredit Call 92 SNW 19.02.2025/  DE000UG0T7N6  /

Stuttgart
1/24/2025  8:12:27 PM Chg.+0.080 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.910EUR +9.64% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 92.00 EUR 2/19/2025 Call
 

Master data

WKN: UG0T7N
Issuer: UniCredit
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 92.00 EUR
Maturity: 2/19/2025
Issue date: 11/25/2024
Last trading day: 2/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 11.01
Leverage: Yes

Calculated values

Fair value: 0.84
Intrinsic value: 0.82
Implied volatility: 0.34
Historic volatility: 0.18
Parity: 0.82
Time value: 0.09
Break-even: 101.10
Moneyness: 1.09
Premium: 0.01
Premium p.a.: 0.15
Spread abs.: 0.02
Spread %: 2.25%
Delta: 0.84
Theta: -0.05
Omega: 9.29
Rho: 0.05
 

Quote data

Open: 0.890
High: 0.910
Low: 0.890
Previous Close: 0.830
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+18.18%
1 Month  
+145.95%
3 Months     -
YTD  
+116.67%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.910 0.730
1M High / 1M Low: 0.910 0.400
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.910
Low (YTD): 1/3/2025 0.400
52W High: - -
52W Low: - -
Avg. price 1W:   0.810
Avg. volume 1W:   0.000
Avg. price 1M:   0.604
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   239.69%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -