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UniCredit Call 430 MSF 15.01.2025/  DE000HR8WL13  /

Frankfurt Zert./HVB
2024-06-06  7:31:04 PM Chg.-0.030 Bid9:59:33 PM Ask9:59:33 PM Underlying Strike price Expiration date Option type
3.080EUR -0.96% 3.150
Bid Size: 25,000		 3.170
Ask Size: 25,000		 MICROSOFT DL-,000... 430.00 - 2025-01-15 Call
 

Master data

WKN: HR8WL1
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 430.00 -
Maturity: 2025-01-15
Issue date: 2021-07-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.19
Leverage: Yes

Calculated values

Fair value: 1.15
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.19
Parity: -4.01
Time value: 3.20
Break-even: 462.00
Moneyness: 0.91
Premium: 0.18
Premium p.a.: 0.32
Spread abs.: 0.12
Spread %: 3.90%
Delta: 0.45
Theta: -0.11
Omega: 5.49
Rho: 0.88
 

Quote data

Open: 3.060
High: 3.160
Low: 3.000
Previous Close: 3.110
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+1.32%
1 Month  
+9.61%
3 Months  
+0.65%
YTD  
+35.68%
1 Year  
+69.23%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 3.110 2.450
1M High / 1M Low: 3.690 2.450
6M High / 6M Low: 4.390 1.960
High (YTD): 2024-03-22 4.390
Low (YTD): 2024-01-05 2.000
52W High: 2024-03-22 4.390
52W Low: 2023-09-27 1.050
Avg. price 1W:   2.774
Avg. volume 1W:   0.000
Avg. price 1M:   3.139
Avg. volume 1M:   65.217
Avg. price 6M:   3.119
Avg. volume 6M:   12
Avg. price 1Y:   2.445
Avg. volume 1Y:   630.859
Volatility 1M:   128.43%
Volatility 6M:   115.77%
Volatility 1Y:   122.17%
Volatility 3Y:   -