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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

Frankfurt Zert./HVB
5/23/2024  9:45:56 AM Chg.+0.220 Bid10:22:50 AM Ask10:22:50 AM Underlying Strike price Expiration date Option type
8.360EUR +2.70% 8.350
Bid Size: 2,000		 8.410
Ask Size: 2,000		 MICROSOFT DL-,000... 360.00 - 1/15/2025 Call
 

Master data

WKN: HR8WKY
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 1/15/2025
Issue date: 7/27/2021
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 5.32
Intrinsic value: 3.77
Implied volatility: 0.48
Historic volatility: 0.19
Parity: 3.77
Time value: 4.61
Break-even: 443.80
Moneyness: 1.10
Premium: 0.12
Premium p.a.: 0.18
Spread abs.: 0.19
Spread %: 2.32%
Delta: 0.70
Theta: -0.13
Omega: 3.30
Rho: 1.25
 

Quote data

Open: 8.400
High: 8.400
Low: 8.330
Previous Close: 8.140
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.17%
1 Month  
+22.40%
3 Months  
+14.52%
YTD  
+61.39%
1 Year  
+156.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.170 7.290
1M High / 1M Low: 8.170 5.870
6M High / 6M Low: 8.650 4.650
High (YTD): 3/22/2024 8.650
Low (YTD): 1/5/2024 4.800
52W High: 3/22/2024 8.650
52W Low: 9/27/2023 2.630
Avg. price 1W:   7.770
Avg. volume 1W:   0.000
Avg. price 1M:   6.944
Avg. volume 1M:   142.857
Avg. price 6M:   6.693
Avg. volume 6M:   26.210
Avg. price 1Y:   5.239
Avg. volume 1Y:   19.727
Volatility 1M:   101.72%
Volatility 6M:   76.99%
Volatility 1Y:   86.74%
Volatility 3Y:   -