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UniCredit Call 300 MSF 15.01.2025/  DE000HB954F8  /

EUWAX
22/05/2024  12:54:39 Chg.+0.44 Bid13:23:48 Ask13:23:48 Underlying Strike price Expiration date Option type
13.02EUR +3.50% 13.06
Bid Size: 4,000		 13.10
Ask Size: 4,000		 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: 3.05
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: 13.02
Low: 12.92
Previous Close: 12.58
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+4.66%
1 Month  
+19.01%
3 Months  
+9.97%
YTD  
+45.31%
1 Year  
+111.02%
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): 11/04/2024 13.32
Low (YTD): 05/01/2024 8.34
52W High: 11/04/2024 13.32
52W Low: 26/09/2023 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:   -