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UniCredit Call 300 MSF 15.01.2025/  DE000HB954F8  /

Frankfurt Zert./HVB
21/05/2024  19:28:49 Chg.+0.510 Bid21:59:42 Ask21:59:42 Underlying Strike price Expiration date Option type
13.050EUR +4.07% 12.940
Bid Size: 15,000		 12.960
Ask Size: 15,000		 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: 3.11
Leverage: Yes

Calculated values

Fair value: 9.96
Intrinsic value: 9.16
Implied volatility: 0.60
Historic volatility: 0.19
Parity: 9.16
Time value: 3.45
Break-even: 426.10
Moneyness: 1.31
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.16%
Delta: 0.80
Theta: -0.13
Omega: 2.49
Rho: 1.23
 

Quote data

Open: 12.580
High: 13.070
Low: 12.580
Previous Close: 12.540
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.75%
1 Month  
+20.50%
3 Months  
+10.69%
YTD  
+46.30%
1 Year  
+111.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 13.050 12.040
1M High / 1M Low: 13.050 10.300
6M High / 6M Low: 13.360 8.240
High (YTD): 22/03/2024 13.360
Low (YTD): 05/01/2024 8.450
52W High: 22/03/2024 13.360
52W Low: 27/09/2023 5.180
Avg. price 1W:   12.458
Avg. volume 1W:   0.000
Avg. price 1M:   11.494
Avg. volume 1M:   0.000
Avg. price 6M:   10.954
Avg. volume 6M:   0.000
Avg. price 1Y:   8.831
Avg. volume 1Y:   0.000
Volatility 1M:   76.23%
Volatility 6M:   57.21%
Volatility 1Y:   65.07%
Volatility 3Y:   -