UC WAR. CALL 06/25 PER/ DE000HD62824 /
| 2024-10-11 7:47:03 PM | Chg.+0.0200 | Bid8:54:25 PM | Ask8:54:25 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9200EUR | +2.22% | 0.9100 Bid Size: 12,000 |
0.9400 Ask Size: 12,000 |
PERNOD RICARD ... | 130.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6282 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-03 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.23 |
| Parity: | -0.41 |
| Time value: | 0.95 |
| Break-even: | 139.50 |
| Moneyness: | 0.97 |
| Premium: | 0.11 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.05 |
| Spread %: | 5.56% |
| Delta: | 0.52 |
| Theta: | -0.03 |
| Omega: | 6.91 |
| Rho: | 0.38 |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.9200 |
| Low: | 0.8400 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.98% | ||
|---|---|---|---|
| 1 Month | -3.16% | ||
| 3 Months | -22.03% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2600 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.7200 | 0.8400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.0500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1382 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 227.38% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
