UC WAR. CALL 06/24 MSF/ DE000HC5TVG0 /
| 07/05/2024 11:42:25 | Chg.- | Bid12:08:49 | Ask07/05/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.660EUR | - | 5.630 Bid Size: 4,000 |
- Ask Size: 4,000 |
MICROSOFT DL-,000... | 355.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC5TVG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 355.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 06/04/2023 |
| Last trading day: | 07/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.85 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.53 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | 0.81 |
| Historic volatility: | 0.19 |
| Parity: | 3.36 |
| Time value: | 2.31 |
| Break-even: | 411.70 |
| Moneyness: | 1.09 |
| Premium: | 0.06 |
| Premium p.a.: | 0.86 |
| Spread abs.: | 0.40 |
| Spread %: | 7.59% |
| Delta: | 0.69 |
| Theta: | -0.52 |
| Omega: | 4.74 |
| Rho: | 0.20 |
Quote data
| Open: | 5.540 |
|---|---|
| High: | 5.660 |
| Low: | 5.540 |
| Previous Close: | 5.520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -9.29% | ||
| 3 Months | +1.98% | ||
| YTD | +45.50% | ||
| 1 Year | +164.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 6.240 | 4.020 |
| 6M High / 6M Low: | 7.420 | 3.320 |
| High (YTD): | 22/03/2024 | 7.420 |
| Low (YTD): | 05/01/2024 | 3.320 |
| 52W High: | 22/03/2024 | 7.420 |
| 52W Low: | 26/09/2023 | 1.550 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 5.148 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.261 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 3.902 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 176.71% | |
| Volatility 6M: | 110.78% | |
| Volatility 1Y: | 125.09% | |
| Volatility 3Y: | - |
