UC WAR. CALL 01/25 MSF/ DE000HB954F8 /
| 2024-05-29 11:42:05 AM | Chg.-0.110 | Bid12:52:03 PM | Ask12:52:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 12.790EUR | -0.85% | 12.780 Bid Size: 4,000 |
12.820 Ask Size: 4,000 |
MICROSOFT DL-,000... | 300.00 - | 2025-01-15 | Call |
Master data
| WKN: | HB954F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2022-08-10 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 10.41 |
|---|---|
| Intrinsic value: | 9.66 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.19 |
| Parity: | 9.66 |
| Time value: | 3.34 |
| Break-even: | 430.00 |
| Moneyness: | 1.32 |
| Premium: | 0.08 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.02 |
| Spread %: | 0.15% |
| Delta: | 0.81 |
| Theta: | -0.13 |
| Omega: | 2.46 |
| Rho: | 1.20 |
Quote data
| Open: | 12.900 |
|---|---|
| High: | 12.900 |
| Low: | 12.790 |
| Previous Close: | 12.900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.31% | ||
|---|---|---|---|
| 1 Month | +18.98% | ||
| 3 Months | +8.57% | ||
| YTD | +43.06% | ||
| 1 Year | +72.60% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 13.190 | 12.800 |
|---|---|---|
| 1M High / 1M Low: | 13.190 | 10.120 |
| 6M High / 6M Low: | 13.300 | 8.260 |
| High (YTD): | 2024-03-22 | 13.300 |
| Low (YTD): | 2024-01-05 | 8.340 |
| 52W High: | 2024-03-22 | 13.300 |
| 52W Low: | 2023-09-26 | 5.150 |
| Avg. price 1W: | 12.974 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.943 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 11.100 | |
| Avg. volume 6M: | .113 | |
| Avg. price 1Y: | 8.971 | |
| Avg. volume 1Y: | 1.617 | |
| Volatility 1M: | 44.13% | |
| Volatility 6M: | 55.82% | |
| Volatility 1Y: | 66.44% | |
| Volatility 3Y: | - |
