UniCredit Call 95 SNW 19.02.2025/  DE000UG0N6U9  /

EUWAX
1/24/2025  8:26:29 PM Chg.+0.070 Bid10:00:30 PM Ask10:00:30 PM Underlying Strike price Expiration date Option type
0.660EUR +11.86% -
Bid Size: -
-
Ask Size: -
SANOFI SA INHABER ... 95.00 EUR 2/19/2025 Call
 

Master data

WKN: UG0N6U
Issuer: UniCredit
Currency: EUR
Underlying: SANOFI SA INHABER EO 2
Type: Warrant
Option type: Call
Strike price: 95.00 EUR
Maturity: 2/19/2025
Issue date: 11/20/2024
Last trading day: 2/18/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 15.18
Leverage: Yes

Calculated values

Fair value: 0.56
Intrinsic value: 0.52
Implied volatility: 0.32
Historic volatility: 0.18
Parity: 0.52
Time value: 0.14
Break-even: 101.60
Moneyness: 1.05
Premium: 0.01
Premium p.a.: 0.23
Spread abs.: 0.02
Spread %: 3.13%
Delta: 0.76
Theta: -0.06
Omega: 11.48
Rho: 0.05
 

Quote data

Open: 0.650
High: 0.660
Low: 0.630
Previous Close: 0.590
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+29.41%
1 Month  
+186.96%
3 Months     -
YTD  
+153.85%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: 0.660 0.500
1M High / 1M Low: 0.660 0.240
6M High / 6M Low: - -
High (YTD): 1/24/2025 0.660
Low (YTD): 1/3/2025 0.240
52W High: - -
52W Low: - -
Avg. price 1W:   0.570
Avg. volume 1W:   0.000
Avg. price 1M:   0.401
Avg. volume 1M:   0.000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   281.27%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -