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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

Frankfurt Zert./HVB
21/06/2024  19:34:08 Chg.+0.310 Bid21:59:43 Ask21:59:43 Underlying Strike price Expiration date Option type
9.640EUR +3.32% 9.790
Bid Size: 20,000		 9.800
Ask Size: 20,000		 MICROSOFT DL-,000... 360.00 - 15/01/2025 Call
 

Master data

WKN: HR8WKY
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 15/01/2025
Issue date: 27/07/2021
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.29
Leverage: Yes

Calculated values

Fair value: 7.06
Intrinsic value: 6.07
Implied volatility: 0.50
Historic volatility: 0.19
Parity: 6.07
Time value: 3.73
Break-even: 458.00
Moneyness: 1.17
Premium: 0.09
Premium p.a.: 0.16
Spread abs.: 0.01
Spread %: 0.10%
Delta: 0.74
Theta: -0.14
Omega: 3.19
Rho: 1.22
 

Quote data

Open: 9.450
High: 9.700
Low: 9.280
Previous Close: 9.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+5.47%
1 Month  
+18.72%
3 Months  
+11.45%
YTD  
+86.10%
1 Year  
+125.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.640 9.330
1M High / 1M Low: 9.640 6.240
6M High / 6M Low: 9.640 4.800
High (YTD): 21/06/2024 9.640
Low (YTD): 05/01/2024 4.800
52W High: 21/06/2024 9.640
52W Low: 27/09/2023 2.630
Avg. price 1W:   9.524
Avg. volume 1W:   0.000
Avg. price 1M:   8.189
Avg. volume 1M:   56.818
Avg. price 6M:   7.211
Avg. volume 6M:   36.290
Avg. price 1Y:   5.607
Avg. volume 1Y:   24.706
Volatility 1M:   86.76%
Volatility 6M:   80.01%
Volatility 1Y:   83.35%
Volatility 3Y:   -