UC WAR. CALL 06/25 PER/ DE000HD1EEB7 /
| 06/09/2024 21:45:07 | Chg.+0.0100 | Bid21:59:22 | Ask21:59:22 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | +7.14% | 0.0100 Bid Size: 15,000 |
0.3100 Ask Size: 15,000 |
PERNOD RICARD ... | 160.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD1EEB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 27/12/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 39.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.21 |
| Parity: | -3.69 |
| Time value: | 0.31 |
| Break-even: | 163.10 |
| Moneyness: | 0.77 |
| Premium: | 0.32 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.30 |
| Spread %: | 3,000.00% |
| Delta: | 0.20 |
| Theta: | -0.02 |
| Omega: | 8.10 |
| Rho: | 0.17 |
Quote data
| Open: | 0.1300 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1300 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -21.05% | ||
|---|---|---|---|
| 1 Month | -6.25% | ||
| 3 Months | -72.22% | ||
| YTD | -92.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2100 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1400 |
| 6M High / 6M Low: | 1.3700 | 0.1400 |
| High (YTD): | 22/02/2024 | 1.8700 |
| Low (YTD): | 05/09/2024 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1857 | |
| Avg. volume 1M: | 7.2174 | |
| Avg. price 6M: | 0.5942 | |
| Avg. volume 6M: | 6.6047 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 159.26% | |
| Volatility 6M: | 142.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
