OverviewChartNewsTraderScreen

UniCredit Call 440 MSF 15.01.2025/  DE000HR8WL21  /

Frankfurt Zert./HVB
22/05/2024  12:25:10 Chg.-0.010 Bid13:04:48 Ask13:04:48 Underlying Strike price Expiration date Option type
3.150EUR -0.32% 3.150
Bid Size: 8,000		 3.190
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: 12.63
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: 3.150
Low: 3.040
Previous Close: 3.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.31%
1 Month  
+33.47%
3 Months  
+1.29%
YTD  
+58.29%
1 Year  
+142.31%
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): 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:   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:   -