UC WAR. CALL 01/25 A1G/ DE000HD4RVK8 /
| 2024-11-12 9:40:54 PM | Chg.-0.1100 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | -10.28% | 0.9700 Bid Size: 15,000 |
0.9800 Ask Size: 15,000 |
AMERICAN AIRLINES GR... | 14.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4RVK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AMERICAN AIRLINES GRP |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 14.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-17 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.38 |
| Parity: | -0.72 |
| Time value: | 1.12 |
| Break-even: | 15.12 |
| Moneyness: | 0.95 |
| Premium: | 0.14 |
| Premium p.a.: | 1.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.90% |
| Delta: | 0.48 |
| Theta: | -0.01 |
| Omega: | 5.69 |
| Rho: | 0.01 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0400 |
| Low: | 0.9200 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +31.51% | ||
|---|---|---|---|
| 1 Month | +118.18% | ||
| 3 Months | +300.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0700 | 0.7300 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.4300 |
| 6M High / 6M Low: | 2.8000 | 0.2300 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8367 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6604 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 319.40% | |
| Volatility 6M: | 233.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
