UC WAR. CALL 09/25 PER/ DE000UG02CN5 /
| 23/01/2025 21:46:33 | Chg.+0.0400 | Bid21:46:34 | Ask21:46:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8600EUR | +4.88% | 0.8500 Bid Size: 12,000 |
0.8700 Ask Size: 12,000 |
PERNOD RICARD ... | 110.00 EUR | 17/09/2025 | Call |
Master data
| WKN: | UG02CN |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 EUR |
| Maturity: | 17/09/2025 |
| Issue date: | 04/11/2024 |
| Last trading day: | 16/09/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 12.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.67 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.45 |
| Time value: | 0.84 |
| Break-even: | 118.40 |
| Moneyness: | 0.96 |
| Premium: | 0.12 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.04 |
| Spread %: | 5.00% |
| Delta: | 0.50 |
| Theta: | -0.02 |
| Omega: | 6.32 |
| Rho: | 0.29 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.8600 |
| Low: | 0.7800 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.67% | ||
|---|---|---|---|
| 1 Month | -3.37% | ||
| 3 Months | - | ||
| YTD | -12.24% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.9400 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 0.9800 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 09/01/2025 | 0.9800 |
| Low (YTD): | 15/01/2025 | 0.7000 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8717 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.02% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |