UC WAR. PUT 12/24 PER/ DE000HC9AAK8 /
| 2024-07-09 7:45:58 PM | Chg.+0.1300 | Bid8:00:50 PM | Ask8:00:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.6300EUR | +5.20% | 2.6200 Bid Size: 6,000 |
2.6400 Ask Size: 6,000 |
PERNOD RICARD ... | 150.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC9AAK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 150.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-18 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -5.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.17 |
|---|---|
| Intrinsic value: | 2.17 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.21 |
| Parity: | 2.17 |
| Time value: | 0.36 |
| Break-even: | 124.70 |
| Moneyness: | 1.17 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.04 |
| Spread %: | 1.61% |
| Delta: | -0.67 |
| Theta: | -0.02 |
| Omega: | -3.41 |
| Rho: | -0.49 |
Quote data
| Open: | 2.5900 |
|---|---|
| High: | 2.6300 |
| Low: | 2.5200 |
| Previous Close: | 2.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.38% | ||
|---|---|---|---|
| 1 Month | +44.51% | ||
| 3 Months | +73.03% | ||
| YTD | +126.72% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6200 | 2.1800 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 1.9300 |
| 6M High / 6M Low: | 2.6900 | 0.9400 |
| High (YTD): | 2024-06-28 | 2.6900 |
| Low (YTD): | 2024-02-27 | 0.9400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5460 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 101.71% | |
| Volatility 6M: | 95.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
