UC WAR. CALL 12/24 PER/ DE000HC96774 /
| 2024-06-05 9:46:27 PM | Chg.0.0000 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0900EUR | 0.00% | 0.0100 Bid Size: 10,000 |
0.3400 Ask Size: 10,000 |
PERNOD RICARD ... | 180.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC9677 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-09-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 92.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.21 |
| Parity: | -4.14 |
| Time value: | 0.15 |
| Break-even: | 181.50 |
| Moneyness: | 0.77 |
| Premium: | 0.31 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.09 |
| Spread %: | 150.00% |
| Delta: | 0.12 |
| Theta: | -0.02 |
| Omega: | 11.39 |
| Rho: | 0.08 |
Quote data
| Open: | 0.0900 |
|---|---|
| High: | 0.0900 |
| Low: | 0.0900 |
| Previous Close: | 0.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.65% | ||
|---|---|---|---|
| 1 Month | -43.75% | ||
| 3 Months | -81.63% | ||
| YTD | -89.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0900 | 0.0790 |
|---|---|---|
| 1M High / 1M Low: | 0.2200 | 0.0790 |
| 6M High / 6M Low: | 0.9800 | 0.0790 |
| High (YTD): | 2024-01-02 | 0.7400 |
| Low (YTD): | 2024-05-31 | 0.0790 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0848 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1556 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4501 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 167.49% | |
| Volatility 6M: | 161.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
