UC WAR. CALL 01/25 A1G/ DE000UG0FDR4 /
| 2024-12-20 9:41:24 PM | Chg.+0.1200 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | +12.37% | 1.0300 Bid Size: 12,000 |
1.0400 Ask Size: 12,000 |
American Airlines Gr... | 16.50 USD | 2025-01-15 | Call |
Master data
| WKN: | UG0FDR |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | American Airlines Group Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.50 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-11-14 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.42 |
| Parity: | 0.36 |
| Time value: | 0.68 |
| Break-even: | 16.86 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.82 |
| Spread abs.: | 0.01 |
| Spread %: | 0.97% |
| Delta: | 0.60 |
| Theta: | -0.02 |
| Omega: | 9.35 |
| Rho: | 0.01 |
Quote data
| Open: | 0.8700 |
|---|---|
| High: | 1.1200 |
| Low: | 0.7800 |
| Previous Close: | 0.9700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +240.63% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0900 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 1.7300 | 0.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8476 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 1,586.70% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
