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UniCredit Call 470 MSF 15.01.2025/  DE000HR8WL39  /

EUWAX
27/05/2024  08:49:13 Chg.-0.06 Bid27/05/2024 Ask27/05/2024 Underlying Strike price Expiration date Option type
1.87EUR -3.11% 1.87
Bid Size: 6,000		 1.94
Ask Size: 6,000		 MICROSOFT DL-,000... 470.00 - 15/01/2025 Call
 

Master data

WKN: HR8WL3
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 470.00 -
Maturity: 15/01/2025
Issue date: 27/07/2021
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 20.44
Leverage: Yes

Calculated values

Fair value: 0.55
Intrinsic value: 0.00
Implied volatility: 0.32
Historic volatility: 0.19
Parity: -7.34
Time value: 1.94
Break-even: 489.40
Moneyness: 0.84
Premium: 0.23
Premium p.a.: 0.39
Spread abs.: 0.02
Spread %: 1.04%
Delta: 0.33
Theta: -0.09
Omega: 6.76
Rho: 0.71
 

Quote data

Open: 1.87
High: 1.87
Low: 1.87
Previous Close: 1.93
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+7.47%
1 Month  
+14.72%
3 Months
  -3.11%
YTD  
+41.67%
1 Year  
+55.83%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.93 1.74
1M High / 1M Low: 1.93 1.19
6M High / 6M Low: 2.68 1.11
High (YTD): 21/03/2024 2.68
Low (YTD): 05/01/2024 1.11
52W High: 21/03/2024 2.68
52W Low: 26/09/2023 0.61
Avg. price 1W:   1.83
Avg. volume 1W:   0.00
Avg. price 1M:   1.57
Avg. volume 1M:   0.00
Avg. price 6M:   1.79
Avg. volume 6M:   3.23
Avg. price 1Y:   1.43
Avg. volume 1Y:   1.57
Volatility 1M:   119.62%
Volatility 6M:   123.18%
Volatility 1Y:   135.20%
Volatility 3Y:   -