UniCredit Call 160 PER 18.12.2024
/ DE000HC9AAJ0
UniCredit Call 160 PER 18.12.2024/ DE000HC9AAJ0 /
| 2024-07-08 3:12:57 PM |
Chg.0.000 |
Bid5:40:16 PM |
Ask5:40:16 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
0.00% |
0.080
Bid Size: 25,000 |
0.120
Ask Size: 25,000 |
PERNOD RICARD ... |
160.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC9AAJ |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
PERNOD RICARD O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-09-18 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
92.96 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.24 |
| Historic volatility: |
0.21 |
| Parity: |
-2.99 |
| Time value: |
0.14 |
| Break-even: |
161.40 |
| Moneyness: |
0.81 |
| Premium: |
0.24 |
| Premium p.a.: |
0.62 |
| Spread abs.: |
0.04 |
| Spread %: |
40.00% |
| Delta: |
0.14 |
| Theta: |
-0.02 |
| Omega: |
12.92 |
| Rho: |
0.07 |
Quote data
| Open: |
0.130 |
| High: |
0.130 |
| Low: |
0.110 |
| Previous Close: |
0.110 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.50% |
| 1 Month |
|
|
-54.17% |
| 3 Months |
|
|
-81.03% |
| YTD |
|
|
-93.41% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.080 |
| 1M High / 1M Low: |
0.220 |
0.010 |
| 6M High / 6M Low: |
1.470 |
0.010 |
| High (YTD): |
2024-02-22 |
1.470 |
| Low (YTD): |
2024-06-28 |
0.010 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.106 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.147 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.708 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
2,601.90% |
| Volatility 6M: |
|
1,002.29% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
