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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

EUWAX
2024-06-24  6:48:50 PM Chg.-0.03 Bid7:39:33 PM Ask7:39:33 PM Underlying Strike price Expiration date Option type
9.67EUR -0.31% 9.61
Bid Size: 20,000		 9.62
Ask Size: 20,000		 MICROSOFT DL-,000... 360.00 - 2025-01-15 Call
 

Master data

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

Calculated values

Fair value: 7.06
Intrinsic value: 6.08
Implied volatility: 0.50
Historic volatility: 0.18
Parity: 6.08
Time value: 3.72
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: -0.15
Omega: 3.20
Rho: 1.21
 

Quote data

Open: 9.80
High: 9.93
Low: 9.67
Previous Close: 9.70
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+0.52%
1 Month  
+18.36%
3 Months  
+12.18%
YTD  
+85.25%
1 Year  
+126.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 9.70 9.30
1M High / 1M Low: 9.70 6.24
6M High / 6M Low: 9.70 4.75
High (YTD): 2024-06-21 9.70
Low (YTD): 2024-01-05 4.75
52W High: 2024-06-21 9.70
52W Low: 2023-09-26 2.64
Avg. price 1W:   9.51
Avg. volume 1W:   0.00
Avg. price 1M:   8.21
Avg. volume 1M:   0.00
Avg. price 6M:   7.21
Avg. volume 6M:   20.16
Avg. price 1Y:   5.62
Avg. volume 1Y:   10.43
Volatility 1M:   88.09%
Volatility 6M:   77.90%
Volatility 1Y:   86.05%
Volatility 3Y:   -