UC WAR. CALL 01/25 MSF/ DE000HB954G6 /
| 5/22/2024 5:41:27 PM | Chg.+0.130 | Bid6:10:17 PM | Ask6:10:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 12.250EUR | +1.07% | 12.270 Bid Size: 15,000 |
12.290 Ask Size: 15,000 |
MICROSOFT DL-,000... | 310.00 - | 1/15/2025 | Call |
Master data
| WKN: | HB954G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 310.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 8/10/2022 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.27 |
| Leverage: | Yes |
Calculated values
| Fair value: | 9.38 |
|---|---|
| Intrinsic value: | 8.53 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.19 |
| Parity: | 8.53 |
| Time value: | 3.57 |
| Break-even: | 431.00 |
| Moneyness: | 1.28 |
| Premium: | 0.09 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.02 |
| Spread %: | 0.17% |
| Delta: | 0.79 |
| Theta: | -0.13 |
| Omega: | 2.58 |
| Rho: | 1.25 |
Quote data
| Open: | 12.170 |
|---|---|
| High: | 12.250 |
| Low: | 12.060 |
| Previous Close: | 12.120 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.69% | ||
|---|---|---|---|
| 1 Month | +21.77% | ||
| 3 Months | +10.26% | ||
| YTD | +48.85% | ||
| 1 Year | +116.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 12.120 | 11.330 |
|---|---|---|
| 1M High / 1M Low: | 12.120 | 9.330 |
| 6M High / 6M Low: | 12.470 | 7.580 |
| High (YTD): | 4/11/2024 | 12.470 |
| Low (YTD): | 1/5/2024 | 7.660 |
| 52W High: | 4/11/2024 | 12.470 |
| 52W Low: | 9/26/2023 | 4.640 |
| Avg. price 1W: | 11.636 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.693 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 10.192 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 8.175 | |
| Avg. volume 1Y: | .391 | |
| Volatility 1M: | 71.67% | |
| Volatility 6M: | 58.87% | |
| Volatility 1Y: | 71.91% | |
| Volatility 3Y: | - |
