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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

Frankfurt Zert./HVB
24/05/2024  19:34:49 Chg.+0.020 Bid21:59:41 Ask21:59:41 Underlying Strike price Expiration date Option type
8.140EUR +0.25% 8.140
Bid Size: 15,000		 8.160
Ask Size: 15,000		 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: 4.86
Leverage: Yes

Calculated values

Fair value: 5.19
Intrinsic value: 3.66
Implied volatility: 0.47
Historic volatility: 0.19
Parity: 3.66
Time value: 4.50
Break-even: 441.60
Moneyness: 1.10
Premium: 0.11
Premium p.a.: 0.18
Spread abs.: 0.02
Spread %: 0.25%
Delta: 0.69
Theta: -0.13
Omega: 3.38
Rho: 1.25
 

Quote data

Open: 7.940
High: 8.150
Low: 7.740
Previous Close: 8.120
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+11.66%
1 Month  
+35.22%
3 Months  
+11.51%
YTD  
+57.14%
1 Year  
+117.07%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.170 7.730
1M High / 1M Low: 8.170 5.870
6M High / 6M Low: 8.650 4.650
High (YTD): 22/03/2024 8.650
Low (YTD): 05/01/2024 4.800
52W High: 22/03/2024 8.650
52W Low: 27/09/2023 2.630
Avg. price 1W:   8.060
Avg. volume 1W:   0.000
Avg. price 1M:   7.060
Avg. volume 1M:   104.762
Avg. price 6M:   6.733
Avg. volume 6M:   26.210
Avg. price 1Y:   5.278
Avg. volume 1Y:   19.727
Volatility 1M:   86.43%
Volatility 6M:   76.87%
Volatility 1Y:   84.63%
Volatility 3Y:   -