UC WAR. CALL 12/24 PER/ DE000HD6J825 /
| 10/10/2024 5:45:14 PM | Chg.-0.0300 | Bid5:55:48 PM | Ask5:55:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6700EUR | -4.29% | 0.6700 Bid Size: 20,000 |
0.6900 Ask Size: 20,000 |
PERNOD RICARD ... | 125.00 - | 12/18/2024 | Call |
Master data
| WKN: | HD6J82 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 125.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/24/2024 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 16.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.14 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.23 |
| Parity: | 0.14 |
| Time value: | 0.62 |
| Break-even: | 132.50 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.05 |
| Spread %: | 7.14% |
| Delta: | 0.58 |
| Theta: | -0.05 |
| Omega: | 9.73 |
| Rho: | 0.12 |
Quote data
| Open: | 0.6100 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6100 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.22% | ||
|---|---|---|---|
| 1 Month | +6.35% | ||
| 3 Months | -29.47% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.6800 | 0.6200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9727 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 328.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
