UC WAR. CALL 01/25 MSF/ DE000HB555J5 /
| 24/05/2024 21:42:14 | Chg.0.0000 | Bid21:47:09 | Ask21:47:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5500EUR | 0.00% | 0.5400 Bid Size: 35,000 |
0.5600 Ask Size: 35,000 |
MICROSOFT DL-,000... | 535.00 - | 15/01/2025 | Call |
Master data
| WKN: | HB555J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 535.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 04/04/2022 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 70.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.09 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.19 |
| Parity: | -13.84 |
| Time value: | 0.56 |
| Break-even: | 540.60 |
| Moneyness: | 0.74 |
| Premium: | 0.36 |
| Premium p.a.: | 0.62 |
| Spread abs.: | 0.02 |
| Spread %: | 3.70% |
| Delta: | 0.14 |
| Theta: | -0.05 |
| Omega: | 9.60 |
| Rho: | 0.31 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.5100 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.22% | ||
|---|---|---|---|
| 1 Month | +3.77% | ||
| 3 Months | -26.67% | ||
| YTD | +7.84% | ||
| 1 Year | -9.84% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.5700 | 0.3400 |
| 6M High / 6M Low: | 1.1000 | 0.3400 |
| High (YTD): | 22/03/2024 | 1.1000 |
| Low (YTD): | 30/04/2024 | 0.3400 |
| 52W High: | 22/03/2024 | 1.1000 |
| 52W Low: | 26/09/2023 | 0.3100 |
| Avg. price 1W: | 0.5440 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4575 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6692 | |
| Avg. volume 6M: | 9.1613 | |
| Avg. price 1Y: | 0.6082 | |
| Avg. volume 1Y: | 20.2353 | |
| Volatility 1M: | 156.46% | |
| Volatility 6M: | 147.95% | |
| Volatility 1Y: | 152.80% | |
| Volatility 3Y: | - |
