UniCredit Call 12 AAL 19.06.2024
/ DE000HC9VQ28
UniCredit Call 12 AAL 19.06.2024/ DE000HC9VQ28 /
| 2024-05-03 7:35:58 PM |
Chg.-0.060 |
Bid9:57:46 PM |
Ask9:57:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.890EUR |
-3.08% |
1.930
Bid Size: 4,000 |
1.940
Ask Size: 4,000 |
American Airlines Gr... |
12.00 USD |
2024-06-19 |
Call |
Master data
| WKN: |
HC9VQ2 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
American Airlines Group Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
12.00 USD |
| Maturity: |
2024-06-19 |
| Issue date: |
2023-10-12 |
| Last trading day: |
2024-06-18 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.84 |
| Intrinsic value: |
1.72 |
| Implied volatility: |
0.44 |
| Historic volatility: |
0.33 |
| Parity: |
1.72 |
| Time value: |
0.22 |
| Break-even: |
13.09 |
| Moneyness: |
1.15 |
| Premium: |
0.02 |
| Premium p.a.: |
0.14 |
| Spread abs.: |
0.01 |
| Spread %: |
0.52% |
| Delta: |
0.85 |
| Theta: |
-0.01 |
| Omega: |
5.64 |
| Rho: |
0.01 |
Quote data
| Open: |
1.930 |
| High: |
2.070 |
| Low: |
1.890 |
| Previous Close: |
1.950 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-3.57% |
| 1 Month |
|
|
-10.43% |
| 3 Months |
|
|
-30.26% |
| YTD |
|
|
-26.17% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
1.950 |
1.750 |
| 1M High / 1M Low: |
2.690 |
1.470 |
| 6M High / 6M Low: |
3.770 |
1.470 |
| High (YTD): |
2024-02-29 |
3.770 |
| Low (YTD): |
2024-04-15 |
1.470 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.877 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.027 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
2.504 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
186.28% |
| Volatility 6M: |
|
165.16% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
