UC WAR. CALL 12/25 PER/ DE000HD7F9Y2 /
| 10/10/2024 19:46:25 | Chg.-0.0500 | Bid20:00:08 | Ask20:00:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -4.31% | 1.1100 Bid Size: 10,000 |
1.1400 Ask Size: 10,000 |
PERNOD RICARD ... | 130.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HD7F9Y |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 130.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 29/07/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 10.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.23 |
| Parity: | -0.37 |
| Time value: | 1.20 |
| Break-even: | 142.00 |
| Moneyness: | 0.97 |
| Premium: | 0.12 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 4.35% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 5.93 |
| Rho: | 0.70 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1100 |
| Low: | 1.0800 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.39% | ||
|---|---|---|---|
| 1 Month | +8.82% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5500 | 1.1500 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 1.0200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3532 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 196.65% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
