UniCredit Call 390 MSF 15.01.2025
/ DE000HC0K4M0
UniCredit Call 390 MSF 15.01.2025/ DE000HC0K4M0 /
29/05/2024 08:55:49 |
Chg.-0.22 |
Bid12:59:07 |
Ask12:59:07 |
Underlying |
Strike price |
Expiration date |
Option type |
5.81EUR |
-3.65% |
5.76 Bid Size: 6,000 |
5.80 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: |
6.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.17 |
Intrinsic value: |
0.66 |
Implied volatility: |
0.42 |
Historic volatility: |
0.19 |
Parity: |
0.66 |
Time value: |
5.32 |
Break-even: |
449.80 |
Moneyness: |
1.02 |
Premium: |
0.13 |
Premium p.a.: |
0.22 |
Spread abs.: |
0.02 |
Spread %: |
0.34% |
Delta: |
0.61 |
Theta: |
-0.13 |
Omega: |
4.07 |
Rho: |
1.16 |
Quote data
Open: |
5.81 |
High: |
5.81 |
Low: |
5.81 |
Previous Close: |
6.03 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-1.19% |
1 Month |
|
|
+30.27% |
3 Months |
|
|
+8.40% |
YTD |
|
|
+54.52% |
1 Year |
|
|
+81.00% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
6.09 |
5.81 |
1M High / 1M Low: |
6.09 |
4.06 |
6M High / 6M Low: |
6.60 |
3.28 |
High (YTD): |
21/03/2024 |
6.60 |
Low (YTD): |
05/01/2024 |
3.36 |
52W High: |
21/03/2024 |
6.60 |
52W Low: |
26/09/2023 |
1.84 |
Avg. price 1W: |
|
5.97 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
5.20 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
4.99 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
3.90 |
Avg. volume 1Y: |
|
0.00 |
Volatility 1M: |
|
73.60% |
Volatility 6M: |
|
88.13% |
Volatility 1Y: |
|
99.48% |
Volatility 3Y: |
|
- |