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UniCredit Call 300 MSF 15.01.2025/  DE000HB954F8  /

EUWAX
17/06/2024  20:11:57 Chg.+0.64 Bid21:36:30 Ask21:36:30 Underlying Strike price Expiration date Option type
14.82EUR +4.51% 14.88
Bid Size: 14,000		 -
Ask Size: -		 MICROSOFT DL-,000... 300.00 - 15/01/2025 Call
 

Master data

WKN: HB954F
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 15/01/2025
Issue date: 10/08/2022
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 2.90
Leverage: Yes

Calculated values

Fair value: 11.99
Intrinsic value: 11.35
Implied volatility: 0.63
Historic volatility: 0.19
Parity: 11.35
Time value: 2.89
Break-even: 442.40
Moneyness: 1.38
Premium: 0.07
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 0.07%
Delta: 0.83
Theta: -0.14
Omega: 2.41
Rho: 1.17
 

Quote data

Open: 14.28
High: 14.82
Low: 14.23
Previous Close: 14.18
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+16.51%
1 Month  
+23.29%
3 Months  
+21.77%
YTD  
+65.40%
1 Year  
+93.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 14.18 12.72
1M High / 1M Low: 14.18 10.88
6M High / 6M Low: 14.18 8.34
High (YTD): 14/06/2024 14.18
Low (YTD): 05/01/2024 8.34
52W High: 14/06/2024 14.18
52W Low: 26/09/2023 5.14
Avg. price 1W:   13.56
Avg. volume 1W:   0.00
Avg. price 1M:   12.66
Avg. volume 1M:   0.00
Avg. price 6M:   11.47
Avg. volume 6M:   0.00
Avg. price 1Y:   9.27
Avg. volume 1Y:   4.72
Volatility 1M:   60.21%
Volatility 6M:   55.46%
Volatility 1Y:   64.50%
Volatility 3Y:   -