UniCredit Call 440 MSF 15.01.2025
/ DE000HR8WL21
UniCredit Call 440 MSF 15.01.2025/ DE000HR8WL21 /
30/05/2024 14:46:37 |
Chg.-0.280 |
Bid15:03:29 |
Ask15:03:29 |
Underlying |
Strike price |
Expiration date |
Option type |
2.860EUR |
-8.92% |
2.840 Bid Size: 8,000 |
2.860 Ask Size: 8,000 |
MICROSOFT DL-,000... |
440.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HR8WL2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
15/01/2025 |
Issue date: |
27/07/2021 |
Last trading day: |
14/01/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.82 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.15 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-4.27 |
Time value: |
3.10 |
Break-even: |
471.00 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
0.65% |
Delta: |
0.44 |
Theta: |
-0.11 |
Omega: |
5.67 |
Rho: |
0.91 |
Quote data
Open: |
2.850 |
High: |
2.920 |
Low: |
2.850 |
Previous Close: |
3.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.84% |
1 Month |
|
|
+43.72% |
3 Months |
|
|
-3.38% |
YTD |
|
|
+43.72% |
1 Year |
|
|
+64.37% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.170 |
3.050 |
1M High / 1M Low: |
3.170 |
1.980 |
6M High / 6M Low: |
3.910 |
1.710 |
High (YTD): |
22/03/2024 |
3.910 |
Low (YTD): |
05/01/2024 |
1.750 |
52W High: |
22/03/2024 |
3.910 |
52W Low: |
27/09/2023 |
0.970 |
Avg. price 1W: |
|
3.110 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.685 |
Avg. volume 1M: |
|
209.524 |
Avg. price 6M: |
|
2.728 |
Avg. volume 6M: |
|
36.290 |
Avg. price 1Y: |
|
2.158 |
Avg. volume 1Y: |
|
17.578 |
Volatility 1M: |
|
94.44% |
Volatility 6M: |
|
109.21% |
Volatility 1Y: |
|
112.38% |
Volatility 3Y: |
|
- |