UC WAR. PUT 03/25 PER/ DE000HD43G35 /
2024-09-09 11:46:23 AM | Chg.+0.0300 | Bid1:11:38 PM | Ask1:11:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.8600EUR | +1.06% | 2.8400 Bid Size: 45,000 |
2.8500 Ask Size: 45,000 |
PERNOD RICARD ... | 150.00 - | 2025-03-19 | Put |
Master data
WKN: | HD43G3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | PERNOD RICARD O.N. |
Type: | Warrant |
Option type: | Put |
Strike price: | 150.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | -4.12 |
Leverage: | Yes |
Calculated values
Fair value: | 2.69 |
---|---|
Intrinsic value: | 2.69 |
Implied volatility: | 0.38 |
Historic volatility: | 0.22 |
Parity: | 2.69 |
Time value: | 0.31 |
Break-even: | 120.10 |
Moneyness: | 1.22 |
Premium: | 0.02 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.30 |
Spread %: | 11.15% |
Delta: | -0.69 |
Theta: | -0.02 |
Omega: | -2.86 |
Rho: | -0.60 |
Quote data
Open: | 2.8700 |
---|---|
High: | 2.8700 |
Low: | 2.8600 |
Previous Close: | 2.8300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +27.11% | ||
---|---|---|---|
1 Month | -2.05% | ||
3 Months | +47.42% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.8300 | 2.2500 |
---|---|---|
1M High / 1M Low: | 3.0200 | 2.1600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.5820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.6676 | |
Avg. volume 1M: | 7.5238 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 87.16% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |