UC WAR. CALL 01/25 MSF/ DE000HB954F8 /
| 2024-05-31 9:40:29 PM | Chg.-0.800 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 10.950EUR | -6.81% | 11.650 Bid Size: 15,000 |
11.670 Ask Size: 15,000 |
MICROSOFT DL-,000... | 300.00 - | 2025-01-15 | Call |
Master data
| WKN: | HB954F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2022-08-10 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.03 |
|---|---|
| Intrinsic value: | 8.27 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.19 |
| Parity: | 8.27 |
| Time value: | 3.46 |
| Break-even: | 417.30 |
| Moneyness: | 1.28 |
| Premium: | 0.09 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.02 |
| Spread %: | 0.17% |
| Delta: | 0.79 |
| Theta: | -0.13 |
| Omega: | 2.57 |
| Rho: | 1.15 |
Quote data
| Open: | 11.680 |
|---|---|
| High: | 11.760 |
| Low: | 10.860 |
| Previous Close: | 11.750 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.90% | ||
|---|---|---|---|
| 1 Month | +5.39% | ||
| 3 Months | -9.80% | ||
| YTD | +22.48% | ||
| 1 Year | +50.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 13.190 | 10.950 |
|---|---|---|
| 1M High / 1M Low: | 13.190 | 10.390 |
| 6M High / 6M Low: | 13.300 | 8.260 |
| High (YTD): | 2024-03-22 | 13.300 |
| Low (YTD): | 2024-01-05 | 8.340 |
| 52W High: | 2024-03-22 | 13.300 |
| 52W Low: | 2023-09-26 | 5.150 |
| Avg. price 1W: | 12.362 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 12.075 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 11.163 | |
| Avg. volume 6M: | .113 | |
| Avg. price 1Y: | 9.035 | |
| Avg. volume 1Y: | 1.624 | |
| Volatility 1M: | 58.36% | |
| Volatility 6M: | 57.91% | |
| Volatility 1Y: | 67.30% | |
| Volatility 3Y: | - |
