UC WAR. CALL 09/25 PER/ DE000HD9JHC0 /
| 1/23/2025 9:46:16 PM | Chg.+0.0200 | Bid1/23/2025 | Ask1/23/2025 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5100EUR | +4.08% | 0.5100 Bid Size: 15,000 |
0.5300 Ask Size: 15,000 |
PERNOD RICARD ... | 120.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | HD9JHC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 10/14/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -1.45 |
| Time value: | 0.51 |
| Break-even: | 125.10 |
| Moneyness: | 0.88 |
| Premium: | 0.19 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.04 |
| Spread %: | 8.51% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 7.33 |
| Rho: | 0.21 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.5100 |
| Low: | 0.4500 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.91% | ||
|---|---|---|---|
| 1 Month | -1.92% | ||
| 3 Months | -63.57% | ||
| YTD | -12.07% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.4400 |
|---|---|---|
| 1M High / 1M Low: | 0.5900 | 0.4200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.5900 |
| Low (YTD): | 1/15/2025 | 0.4200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5167 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 174.07% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |