UC WAR. CALL 12/24 PER/ DE000HD21YU8 /
| 2024-08-15 9:46:21 PM | Chg.+0.0400 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | +21.05% | 0.2100 Bid Size: 15,000 |
0.2500 Ask Size: 15,000 |
PERNOD RICARD ... | 140.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD21YU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 55.57 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.22 |
| Parity: | -1.78 |
| Time value: | 0.22 |
| Break-even: | 142.20 |
| Moneyness: | 0.87 |
| Premium: | 0.16 |
| Premium p.a.: | 0.55 |
| Spread abs.: | 0.04 |
| Spread %: | 22.22% |
| Delta: | 0.23 |
| Theta: | -0.02 |
| Omega: | 12.51 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2000 |
|---|---|
| High: | 0.2300 |
| Low: | 0.2000 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.00% | ||
|---|---|---|---|
| 1 Month | -34.29% | ||
| 3 Months | -85.63% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.1900 |
| 6M High / 6M Low: | 2.7700 | 0.1900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2839 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1691 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 216.74% | |
| Volatility 6M: | 150.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
