UC WAR. CALL 03/25 PER/ DE000HD70AG4 /
| 11/15/2024 3:45:25 PM | Chg.-0.0200 | Bid3:53:50 PM | Ask3:53:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -8.70% | 0.2100 Bid Size: 100,000 |
0.2200 Ask Size: 100,000 |
PERNOD RICARD ... | 125.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | HD70AG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 7/8/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 48.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | -1.44 |
| Time value: | 0.23 |
| Break-even: | 127.30 |
| Moneyness: | 0.89 |
| Premium: | 0.15 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.04 |
| Spread %: | 21.05% |
| Delta: | 0.25 |
| Theta: | -0.02 |
| Omega: | 12.07 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2000 |
| Previous Close: | 0.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.00% | ||
|---|---|---|---|
| 1 Month | -70.83% | ||
| 3 Months | -77.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.9500 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5439 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 230.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
