UniCredit Call 390 MSF 15.01.2025
/ DE000HC0K4M0
UniCredit Call 390 MSF 15.01.2025/ DE000HC0K4M0 /
20/09/2024 08:49:11 |
Chg.+0.03 |
Bid12:39:52 |
Ask12:39:52 |
Underlying |
Strike price |
Expiration date |
Option type |
5.42EUR |
+0.56% |
5.32 Bid Size: 6,000 |
5.34 Ask Size: 6,000 |
MICROSOFT DL-,000... |
390.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HC0K4M |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
390.00 - |
Maturity: |
15/01/2025 |
Issue date: |
06/10/2022 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.24 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.92 |
Intrinsic value: |
0.31 |
Implied volatility: |
0.58 |
Historic volatility: |
0.17 |
Parity: |
0.31 |
Time value: |
5.12 |
Break-even: |
444.30 |
Moneyness: |
1.01 |
Premium: |
0.13 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
0.18% |
Delta: |
0.59 |
Theta: |
-0.23 |
Omega: |
4.25 |
Rho: |
0.57 |
Quote data
Open: |
5.42 |
High: |
5.42 |
Low: |
5.42 |
Previous Close: |
5.39 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+8.62% |
1 Month |
|
|
+13.39% |
3 Months |
|
|
-22.79% |
YTD |
|
|
+44.15% |
1 Year |
|
|
+153.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.39 |
4.95 |
1M High / 1M Low: |
5.39 |
3.21 |
6M High / 6M Low: |
8.55 |
3.21 |
High (YTD): |
05/07/2024 |
8.55 |
Low (YTD): |
06/09/2024 |
3.21 |
52W High: |
05/07/2024 |
8.55 |
52W Low: |
26/09/2023 |
1.84 |
Avg. price 1W: |
|
5.11 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
4.21 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
5.51 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
4.75 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
127.19% |
Volatility 6M: |
|
99.25% |
Volatility 1Y: |
|
96.88% |
Volatility 3Y: |
|
- |