UC WAR. CALL 01/25 MSF/ DE000HB954K8 /
| 2024-06-04 7:40:26 PM | Chg.+0.110 | Bid7:53:14 PM | Ask7:53:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.390EUR | +1.19% | 9.380 Bid Size: 15,000 |
9.400 Ask Size: 15,000 |
MICROSOFT DL-,000... | 325.00 - | 2025-01-15 | Call |
Master data
| WKN: | HB954K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 325.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2022-08-10 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.43 |
|---|---|
| Intrinsic value: | 5.41 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.19 |
| Parity: | 5.41 |
| Time value: | 4.00 |
| Break-even: | 419.10 |
| Moneyness: | 1.17 |
| Premium: | 0.11 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.02 |
| Spread %: | 0.21% |
| Delta: | 0.74 |
| Theta: | -0.14 |
| Omega: | 2.96 |
| Rho: | 1.14 |
Quote data
| Open: | 9.420 |
|---|---|
| High: | 9.420 |
| Low: | 9.220 |
| Previous Close: | 9.280 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -13.06% | ||
|---|---|---|---|
| 1 Month | +3.07% | ||
| 3 Months | -7.58% | ||
| YTD | +29.70% | ||
| 1 Year | +59.15% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 10.920 | 8.920 |
|---|---|---|
| 1M High / 1M Low: | 11.090 | 8.920 |
| 6M High / 6M Low: | 11.270 | 6.630 |
| High (YTD): | 2024-03-22 | 11.270 |
| Low (YTD): | 2024-01-05 | 6.690 |
| 52W High: | 2024-03-22 | 11.270 |
| 52W Low: | 2023-09-26 | 3.960 |
| Avg. price 1W: | 9.920 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 10.099 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.250 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.401 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 62.83% | |
| Volatility 6M: | 66.27% | |
| Volatility 1Y: | 76.20% | |
| Volatility 3Y: | - |
