UC WAR. CALL 03/25 PER/ DE000UG02CL9 /
| 1/23/2025 9:45:29 PM | Chg.+0.0300 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | +7.50% | 0.4100 Bid Size: 15,000 |
0.4500 Ask Size: 15,000 |
PERNOD RICARD ... | 110.00 EUR | 3/19/2025 | Call |
Master data
| WKN: | UG02CL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 EUR |
| Maturity: | 3/19/2025 |
| Issue date: | 11/4/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 25.12 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.22 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.23 |
| Parity: | -0.45 |
| Time value: | 0.42 |
| Break-even: | 114.20 |
| Moneyness: | 0.96 |
| Premium: | 0.08 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.04 |
| Spread %: | 10.53% |
| Delta: | 0.42 |
| Theta: | -0.06 |
| Omega: | 10.59 |
| Rho: | 0.06 |
Quote data
| Open: | 0.3600 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3600 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.24% | ||
|---|---|---|---|
| 1 Month | -15.69% | ||
| 3 Months | - | ||
| YTD | -25.86% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5200 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.5800 | 0.3200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.5700 |
| Low (YTD): | 1/15/2025 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4639 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 288.20% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |