UC WAR. CALL 06/25 AFR0/ DE000HD6S537 /
2024-10-17 11:46:35 AM | Chg.+0.1600 | Bid12:08:12 PM | Ask12:08:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.2400EUR | +14.81% | 1.2500 Bid Size: 125,000 |
1.2600 Ask Size: 125,000 |
AIR FRANCE-KLM INH. ... | 9.00 - | 2025-06-18 | Call |
Master data
WKN: | HD6S53 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | AIR FRANCE-KLM INH. EO 1 |
Type: | Warrant |
Option type: | Call |
Strike price: | 9.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-07-01 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.81 |
Leverage: | Yes |
Calculated values
Fair value: | 1.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.38 |
Parity: | -0.25 |
Time value: | 1.12 |
Break-even: | 10.12 |
Moneyness: | 0.97 |
Premium: | 0.16 |
Premium p.a.: | 0.24 |
Spread abs.: | 0.05 |
Spread %: | 4.67% |
Delta: | 0.56 |
Theta: | 0.00 |
Omega: | 4.35 |
Rho: | 0.03 |
Quote data
Open: | 1.0900 |
---|---|
High: | 1.2400 |
Low: | 1.0900 |
Previous Close: | 1.0800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.25% | ||
---|---|---|---|
1 Month | +25.25% | ||
3 Months | +16.98% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0800 | 0.8800 |
---|---|---|
1M High / 1M Low: | 1.4600 | 0.7500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9880 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0259 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 219.77% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |