UC WAR. PUT 03/25 PER/ DE000HD6J833 /
| 15/11/2024 19:46:10 | Chg.+0.0500 | Bid20:57:00 | Ask20:57:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4000EUR | +14.29% | 0.3700 Bid Size: 15,000 |
0.4000 Ask Size: 15,000 |
PERNOD RICARD ... | 100.00 - | 19/03/2025 | Put |
Master data
| WKN: | HD6J83 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 100.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 24/06/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -28.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -1.07 |
| Time value: | 0.39 |
| Break-even: | 96.10 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.04 |
| Spread %: | 11.43% |
| Delta: | -0.26 |
| Theta: | -0.03 |
| Omega: | -7.32 |
| Rho: | -0.11 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.4000 |
| Low: | 0.3200 |
| Previous Close: | 0.3500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | +90.48% | ||
| 3 Months | +48.15% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3600 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.3600 | 0.1300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2404 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 205.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
