UniCredit Call 440 MSF 15.01.2025
/ DE000HR8WL21
UniCredit Call 440 MSF 15.01.2025/ DE000HR8WL21 /
2024-05-22 1:23:52 PM |
Chg.0.000 |
Bid2024-05-22 |
Ask2024-05-22 |
Underlying |
Strike price |
Expiration date |
Option type |
3.160EUR |
0.00% |
3.160 Bid Size: 8,000 |
3.200 Ask Size: 8,000 |
MICROSOFT DL-,000... |
440.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HR8WL2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MICROSOFT DL-,00000625 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
440.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2021-07-27 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
12.63 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.18 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.19 |
Parity: |
-4.47 |
Time value: |
3.13 |
Break-even: |
471.30 |
Moneyness: |
0.90 |
Premium: |
0.19 |
Premium p.a.: |
0.31 |
Spread abs.: |
0.02 |
Spread %: |
0.64% |
Delta: |
0.44 |
Theta: |
-0.11 |
Omega: |
5.56 |
Rho: |
0.93 |
Quote data
Open: |
3.090 |
High: |
3.160 |
Low: |
3.040 |
Previous Close: |
3.160 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.66% |
1 Month |
|
|
+33.90% |
3 Months |
|
|
+1.61% |
YTD |
|
|
+58.79% |
1 Year |
|
|
+143.08% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.160 |
2.630 |
1M High / 1M Low: |
3.160 |
1.980 |
6M High / 6M Low: |
3.910 |
1.710 |
High (YTD): |
2024-03-22 |
3.910 |
Low (YTD): |
2024-01-05 |
1.750 |
52W High: |
2024-03-22 |
3.910 |
52W Low: |
2023-09-27 |
0.970 |
Avg. price 1W: |
|
2.862 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.490 |
Avg. volume 1M: |
|
209.524 |
Avg. price 6M: |
|
2.690 |
Avg. volume 6M: |
|
36.290 |
Avg. price 1Y: |
|
2.120 |
Avg. volume 1Y: |
|
17.578 |
Volatility 1M: |
|
152.32% |
Volatility 6M: |
|
109.49% |
Volatility 1Y: |
|
116.41% |
Volatility 3Y: |
|
- |