UC WAR. CALL 09/24 PER/ DE000HC9XQY7 /
| 2024-06-24 7:45:21 PM | Chg.+0.0020 | Bid9:15:35 PM | Ask9:15:35 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0670EUR | +3.08% | 0.0490 Bid Size: 14,000 |
0.0970 Ask Size: 14,000 |
PERNOD RICARD ... | 160.00 - | 2024-09-18 | Call |
Master data
| WKN: | HC9XQY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-17 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 118.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.21 |
| Parity: | -2.93 |
| Time value: | 0.11 |
| Break-even: | 161.10 |
| Moneyness: | 0.82 |
| Premium: | 0.23 |
| Premium p.a.: | 1.43 |
| Spread abs.: | 0.08 |
| Spread %: | 266.67% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 14.12 |
| Rho: | 0.03 |
Quote data
| Open: | 0.0650 |
|---|---|
| High: | 0.0670 |
| Low: | 0.0650 |
| Previous Close: | 0.0650 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.29% | ||
|---|---|---|---|
| 1 Month | -64.74% | ||
| 3 Months | -88.04% | ||
| YTD | -95.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0700 | 0.0650 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.0650 |
| 6M High / 6M Low: | 1.5800 | 0.0650 |
| High (YTD): | 2024-02-22 | 1.2900 |
| Low (YTD): | 2024-06-21 | 0.0650 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0670 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1097 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6179 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 146.45% | |
| Volatility 6M: | 173.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
