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UniCredit Call 300 MSFT 15.01.202.../  DE000HB954F8  /

Frankfurt Zert./HVB
5/16/2024  8:52:03 AM Chg.+0.060 Bid9:44:40 AM Ask9:44:40 AM Underlying Strike price Expiration date Option type
12.400EUR +0.49% 12.440
Bid Size: 2,000		 12.500
Ask Size: 2,000		 Microsoft Corporatio... 300.00 USD 1/15/2025 Call
 

Master data

WKN: HB954F
Issuer: UniCredit
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 300.00 USD
Maturity: 1/15/2025
Issue date: 8/10/2022
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.20
Leverage: Yes

Calculated values

Fair value: 11.50
Intrinsic value: 10.78
Implied volatility: 0.36
Historic volatility: 0.19
Parity: 10.78
Time value: 1.24
Break-even: 397.62
Moneyness: 1.39
Premium: 0.03
Premium p.a.: 0.05
Spread abs.: 0.18
Spread %: 1.52%
Delta: 0.91
Theta: -0.06
Omega: 2.92
Rho: 1.55
 

Quote data

Open: 12.440
High: 12.440
Low: 12.400
Previous Close: 12.340
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+7.64%
1 Month  
+0.24%
3 Months  
+8.68%
YTD  
+39.01%
1 Year  
+121.82%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.340 11.520
1M High / 1M Low: 12.370 10.300
6M High / 6M Low: 13.360 8.240
High (YTD): 3/22/2024 13.360
Low (YTD): 1/5/2024 8.450
52W High: 3/22/2024 13.360
52W Low: 9/27/2023 5.180
Avg. price 1W:   11.776
Avg. volume 1W:   0.000
Avg. price 1M:   11.340
Avg. volume 1M:   0.000
Avg. price 6M:   10.851
Avg. volume 6M:   0.000
Avg. price 1Y:   8.726
Avg. volume 1Y:   0.000
Volatility 1M:   79.76%
Volatility 6M:   58.47%
Volatility 1Y:   65.00%
Volatility 3Y:   -