UC WAR. CALL 09/25 PER/ DE000UG0JR67 /
| 1/23/2025 9:46:20 PM | Chg.+0.0200 | Bid9:59:00 PM | Ask9:59:00 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +3.13% | 0.6500 Bid Size: 15,000 |
0.6900 Ask Size: 15,000 |
PERNOD RICARD ... | 115.00 EUR | 9/17/2025 | Call |
Master data
| WKN: | UG0JR6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | PERNOD RICARD O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 115.00 EUR |
| Maturity: | 9/17/2025 |
| Issue date: | 11/18/2024 |
| Last trading day: | 9/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 15.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.23 |
| Parity: | -0.95 |
| Time value: | 0.66 |
| Break-even: | 121.60 |
| Moneyness: | 0.92 |
| Premium: | 0.15 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.04 |
| Spread %: | 6.45% |
| Delta: | 0.43 |
| Theta: | -0.02 |
| Omega: | 6.81 |
| Rho: | 0.25 |
Quote data
| Open: | 0.5900 |
|---|---|
| High: | 0.6600 |
| Low: | 0.5900 |
| Previous Close: | 0.6400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +15.79% | ||
|---|---|---|---|
| 1 Month | -2.94% | ||
| 3 Months | - | ||
| YTD | -13.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.5700 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.5400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 1/9/2025 | 0.7600 |
| Low (YTD): | 1/15/2025 | 0.5400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6640 | |
| Avg. volume 1W: | 16.2000 | |
| Avg. price 1M: | 0.6722 | |
| Avg. volume 1M: | 4.5000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 162.78% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |