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UniCredit Call 330 MSF 15.01.2025/  DE000HB954L6  /

Frankfurt Zert./HVB
2024-06-04  7:40:44 PM Chg.+0.230 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
9.000EUR +2.62% 9.220
Bid Size: 15,000		 9.240
Ask Size: 15,000		 MICROSOFT DL-,000... 330.00 - 2025-01-15 Call
 

Master data

WKN: HB954L
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 330.00 -
Maturity: 2025-01-15
Issue date: 2022-08-10
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.21
Leverage: Yes

Calculated values

Fair value: 6.01
Intrinsic value: 4.91
Implied volatility: 0.53
Historic volatility: 0.19
Parity: 4.91
Time value: 4.10
Break-even: 420.10
Moneyness: 1.15
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 0.22%
Delta: 0.72
Theta: -0.14
Omega: 3.05
Rho: 1.14
 

Quote data

Open: 9.010
High: 9.080
Low: 8.820
Previous Close: 8.770
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -13.21%
1 Month  
+4.05%
3 Months
  -8.16%
YTD  
+30.06%
1 Year  
+61.87%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.500 8.480
1M High / 1M Low: 10.700 8.480
6M High / 6M Low: 10.910 6.310
High (YTD): 2024-03-22 10.910
Low (YTD): 2024-01-05 6.510
52W High: 2024-03-22 10.910
52W Low: 2023-09-27 3.760
Avg. price 1W:   9.540
Avg. volume 1W:   0.000
Avg. price 1M:   9.704
Avg. volume 1M:   0.000
Avg. price 6M:   8.881
Avg. volume 6M:   16
Avg. price 1Y:   7.084
Avg. volume 1Y:   260.784
Volatility 1M:   69.03%
Volatility 6M:   68.48%
Volatility 1Y:   73.60%
Volatility 3Y:   -