UC WAR. CALL 01/25 MSF/ DE000HB954G6 /
| 2024-04-30 9:40:05 PM | Chg.-0.630 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 9.330EUR | -6.33% | 9.010 Bid Size: 15,000 |
9.020 Ask Size: 15,000 |
Microsoft Corporatio... | 310.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HB954G |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Microsoft Corporation |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 310.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2022-08-10 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 8.35 |
|---|---|
| Intrinsic value: | 7.44 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.19 |
| Parity: | 7.44 |
| Time value: | 1.57 |
| Break-even: | 380.74 |
| Moneyness: | 1.26 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.11% |
| Delta: | 0.86 |
| Theta: | -0.07 |
| Omega: | 3.49 |
| Rho: | 1.59 |
Quote data
| Open: | 10.000 |
|---|---|
| High: | 10.020 |
| Low: | 9.330 |
| Previous Close: | 9.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.72% | ||
|---|---|---|---|
| 1 Month | -20.87% | ||
| 3 Months | -10.20% | ||
| YTD | +13.37% | ||
| 1 Year | +100.65% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 10.720 | 9.330 |
|---|---|---|
| 1M High / 1M Low: | 12.470 | 9.330 |
| 6M High / 6M Low: | 12.470 | 6.860 |
| High (YTD): | 2024-04-11 | 12.470 |
| Low (YTD): | 2024-01-05 | 7.660 |
| 52W High: | 2024-04-11 | 12.470 |
| 52W Low: | 2023-05-03 | 4.540 |
| Avg. price 1W: | 10.094 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 11.095 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 9.835 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 7.845 | |
| Avg. volume 1Y: | .391 | |
| Volatility 1M: | 74.24% | |
| Volatility 6M: | 60.43% | |
| Volatility 1Y: | 72.34% | |
| Volatility 3Y: | - |
