UC WAR. PUT 06/25 PER/ DE000HD1EEF8 /
| 2024-08-02 9:47:20 PM | Chg.-0.0400 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8900EUR | -1.37% | 2.7900 Bid Size: 3,000 |
2.9400 Ask Size: 3,000 |
PERNOD RICARD ... | 150.00 - | 2025-06-18 | Put |
Master data
| WKN: | HD1EEF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-12-27 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -4.19 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.69 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.22 |
| Parity: | 2.69 |
| Time value: | 0.26 |
| Break-even: | 120.60 |
| Moneyness: | 1.22 |
| Premium: | 0.02 |
| Premium p.a.: | 0.02 |
| Spread abs.: | 0.15 |
| Spread %: | 5.38% |
| Delta: | -0.66 |
| Theta: | -0.01 |
| Omega: | -2.75 |
| Rho: | -0.96 |
Quote data
| Open: | 2.8700 |
|---|---|
| High: | 2.9500 |
| Low: | 2.8700 |
| Previous Close: | 2.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.68% | ||
|---|---|---|---|
| 1 Month | +23.50% | ||
| 3 Months | +55.38% | ||
| YTD | +103.52% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9400 | 2.7000 |
|---|---|---|
| 1M High / 1M Low: | 2.9400 | 2.3400 |
| 6M High / 6M Low: | 2.9400 | 1.2000 |
| High (YTD): | 2024-07-30 | 2.9400 |
| Low (YTD): | 2024-02-27 | 1.2000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6470 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9244 | |
| Avg. volume 6M: | 51.5591 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 85.46% | |
| Volatility 6M: | 74.86% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
