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UniCredit Call 300 MSF 15.01.2025/  DE000HB954F8  /

EUWAX
2024-05-22  8:25:41 AM Chg.+0.34 Bid10:51:40 AM Ask10:51:40 AM Underlying Strike price Expiration date Option type
12.92EUR +2.70% 12.99
Bid Size: 3,000		 13.04
Ask Size: 3,000		 MICROSOFT DL-,000... 300.00 - 2025-01-15 Call
 

Master data

WKN: HB954F
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 300.00 -
Maturity: 2025-01-15
Issue date: 2022-08-10
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.05
Leverage: Yes

Calculated values

Fair value: 10.31
Intrinsic value: 9.53
Implied volatility: 0.60
Historic volatility: 0.19
Parity: 9.53
Time value: 3.41
Break-even: 429.40
Moneyness: 1.32
Premium: 0.09
Premium p.a.: 0.14
Spread abs.: 0.02
Spread %: 0.15%
Delta: 0.81
Theta: -0.13
Omega: 2.46
Rho: 1.23
 

Quote data

Open: 12.92
High: 12.92
Low: 12.92
Previous Close: 12.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+3.86%
1 Month  
+18.10%
3 Months  
+9.12%
YTD  
+44.20%
1 Year  
+109.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.58 12.02
1M High / 1M Low: 12.58 10.28
6M High / 6M Low: 13.32 8.28
High (YTD): 2024-04-11 13.32
Low (YTD): 2024-01-05 8.34
52W High: 2024-04-11 13.32
52W Low: 2023-09-26 5.14
Avg. price 1W:   12.37
Avg. volume 1W:   0.00
Avg. price 1M:   11.50
Avg. volume 1M:   0.00
Avg. price 6M:   10.96
Avg. volume 6M:   0.00
Avg. price 1Y:   8.84
Avg. volume 1Y:   4.69
Volatility 1M:   61.37%
Volatility 6M:   53.71%
Volatility 1Y:   67.56%
Volatility 3Y:   -