UniCredit Call 11 A1G 18.06.2025/  DE000HD75KY5  /

Frankfurt Zert./HVB
12/23/2024  7:41:08 PM Chg.+0.170 Bid9:59:25 PM Ask9:59:25 PM Underlying Strike price Expiration date Option type
6.490EUR +2.69% -
Bid Size: -
-
Ask Size: -
AMERICAN AIRLINES GR... 11.00 - 6/18/2025 Call
 

Master data

WKN: HD75KY
Issuer: UniCredit
Currency: EUR
Underlying: AMERICAN AIRLINES GRP
Type: Warrant
Option type: Call
Strike price: 11.00 -
Maturity: 6/18/2025
Issue date: 7/17/2024
Last trading day: 12/27/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.48
Leverage: Yes

Calculated values

Fair value: 5.36
Intrinsic value: 5.16
Implied volatility: 0.97
Historic volatility: 0.39
Parity: 5.16
Time value: 1.35
Break-even: 17.51
Moneyness: 1.47
Premium: 0.08
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 0.15%
Delta: 0.83
Theta: -0.01
Omega: 2.06
Rho: 0.03
 

Quote data

Open: 6.280
High: 6.490
Low: 6.130
Previous Close: 6.320
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month     0.00%
3 Months  
+111.40%
YTD     0.00%
1 Year     -
3 Years     -
5 Years     -
1W High / 1W Low: - -
1M High / 1M Low: - -
6M High / 6M Low: 6.700 1.090
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   -
Avg. volume 1M:   -
Avg. price 6M:   2.842
Avg. volume 6M:   186.916
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   -
Volatility 6M:   131.24%
Volatility 1Y:   -
Volatility 3Y:   -