UC WAR. CALL 06/25 PER/ DE000HD21YW4 /
| 09/09/2024 09:45:08 | Chg.-0.0300 | Bid10:00:24 | Ask10:00:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | -6.82% | 0.4100 Bid Size: 100,000 |
0.4200 Ask Size: 100,000 |
PERNOD RICARD ... | 140.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD21YW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 23/01/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 24.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.22 |
| Parity: | -1.69 |
| Time value: | 0.50 |
| Break-even: | 145.00 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.15 |
| Spread %: | 42.86% |
| Delta: | 0.34 |
| Theta: | -0.02 |
| Omega: | 8.40 |
| Rho: | 0.29 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3900 |
| Previous Close: | 0.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -37.88% | ||
|---|---|---|---|
| 1 Month | -16.33% | ||
| 3 Months | -66.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.4400 |
| 6M High / 6M Low: | 2.3800 | 0.4400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5638 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2294 | |
| Avg. volume 6M: | 12.0787 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 160.82% | |
| Volatility 6M: | 123.90% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
