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UniCredit Call 310 MSF 15.01.2025/  DE000HB954G6  /

EUWAX
6/5/2024  12:49:10 PM Chg.+0.25 Bid12:52:41 PM Ask12:52:41 PM Underlying Strike price Expiration date Option type
10.97EUR +2.33% 10.98
Bid Size: 4,000		 11.00
Ask Size: 4,000		 MICROSOFT DL-,000... 310.00 - 1/15/2025 Call
 

Master data

WKN: HB954G
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 310.00 -
Maturity: 1/15/2025
Issue date: 8/10/2022
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 3.52
Leverage: Yes

Calculated values

Fair value: 8.05
Intrinsic value: 7.24
Implied volatility: 0.58
Historic volatility: 0.19
Parity: 7.24
Time value: 3.63
Break-even: 418.70
Moneyness: 1.23
Premium: 0.10
Premium p.a.: 0.16
Spread abs.: 0.02
Spread %: 0.18%
Delta: 0.77
Theta: -0.14
Omega: 2.71
Rho: 1.14
 

Quote data

Open: 10.93
High: 10.97
Low: 10.93
Previous Close: 10.72
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -10.08%
1 Month  
+6.82%
3 Months  
+7.44%
YTD  
+32.65%
1 Year  
+62.52%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 12.20 10.06
1M High / 1M Low: 12.33 10.06
6M High / 6M Low: 12.49 7.60
High (YTD): 4/11/2024 12.49
Low (YTD): 1/5/2024 7.66
52W High: 4/11/2024 12.49
52W Low: 9/26/2023 4.64
Avg. price 1W:   10.91
Avg. volume 1W:   0.00
Avg. price 1M:   11.30
Avg. volume 1M:   0.00
Avg. price 6M:   10.40
Avg. volume 6M:   0.00
Avg. price 1Y:   8.38
Avg. volume 1Y:   0.00
Volatility 1M:   59.31%
Volatility 6M:   59.01%
Volatility 1Y:   69.89%
Volatility 3Y:   -