UC WAR. CALL 03/25 AFR0/ DE000HD43D95 /
| 17/10/2024 11:45:57 | Chg.+0.0400 | Bid12:46:57 | Ask12:46:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1700EUR | +30.77% | 0.1700 Bid Size: 175,000 |
0.1800 Ask Size: 175,000 |
AIR FRANCE-KLM INH. ... | 12.00 - | 19/03/2025 | Call |
Master data
| WKN: | HD43D9 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | AIR FRANCE-KLM INH. EO 1 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 12.00 - |
| Maturity: | 19/03/2025 |
| Issue date: | 25/03/2024 |
| Last trading day: | 18/03/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 54.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.40 |
| Historic volatility: | 0.38 |
| Parity: | -3.25 |
| Time value: | 0.16 |
| Break-even: | 12.16 |
| Moneyness: | 0.73 |
| Premium: | 0.39 |
| Premium p.a.: | 1.20 |
| Spread abs.: | 0.05 |
| Spread %: | 45.45% |
| Delta: | 0.15 |
| Theta: | 0.00 |
| Omega: | 8.27 |
| Rho: | 0.00 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1700 |
| Low: | 0.1200 |
| Previous Close: | 0.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.67% | ||
|---|---|---|---|
| 1 Month | +21.43% | ||
| 3 Months | -22.73% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.0900 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.0900 |
| 6M High / 6M Low: | 1.4400 | 0.0740 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1390 | |
| Avg. volume 1M: | 121.1818 | |
| Avg. price 6M: | 0.4421 | |
| Avg. volume 6M: | 20.5077 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 357.15% | |
| Volatility 6M: | 211.98% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
