UC INLINE.WAR. 09/24 MSF/ DE000HD487Z5 /
| 2024-05-17 9:46:54 PM | Chg.+0.260 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.170EUR | +2.92% | 9.160 Bid Size: 3,000 |
9.300 Ask Size: 3,000 |
MICROSOFT DL-,000... | - - | 2024-09-18 | Call |
Master data
| Issuer: | UniCredit |
|---|---|
| WKN: | HD487Z |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Knock-out |
| Option type: | Call |
| Strike price: | - - |
| Maturity: | 2024-09-18 |
| Issue date: | 2024-03-28 |
| Last trading day: | 2024-09-17 |
| Ratio: | 1:1 |
| Exercise type: | European |
| Quanto: | Yes |
| Gearing: | 45.18 |
| Knock-out: | 500.00 |
| Knock-out violated on: | - |
| Distance to knock-out: | -80.00 |
| Distance to knock-out %: | -19.05% |
| Distance to strike price: | - |
| Distance to strike price %: | - |
Calculated values
| Fair value: | - |
|---|---|
| Implied volatility: | - |
| Historic volatility: | - |
| Parity: | - |
| Time value: | - |
| Break-even: | - |
| Moneyness: | - |
| Premium: | - |
| Premium p.a.: | - |
| Spread abs.: | 0.14 |
| Spread %: | 1.53% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 8.910 |
|---|---|
| High: | 9.170 |
| Low: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.10% | ||
|---|---|---|---|
| 1 Month | +10.08% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.170 | 8.910 |
|---|---|---|
| 1M High / 1M Low: | 9.190 | 8.270 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 9.034 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 8.852 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 24.12% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
