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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

Frankfurt Zert./HVB
2024-06-04  7:31:38 PM Chg.+0.110 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
6.730EUR +1.66% 6.930
Bid Size: 15,000		 6.950
Ask Size: 15,000		 MICROSOFT DL-,000... 360.00 - 2025-01-15 Call
 

Master data

WKN: HR8WKY
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 2025-01-15
Issue date: 2021-07-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.61
Leverage: Yes

Calculated values

Fair value: 3.77
Intrinsic value: 1.91
Implied volatility: 0.46
Historic volatility: 0.19
Parity: 1.91
Time value: 4.85
Break-even: 427.60
Moneyness: 1.05
Premium: 0.13
Premium p.a.: 0.22
Spread abs.: 0.02
Spread %: 0.30%
Delta: 0.65
Theta: -0.13
Omega: 3.65
Rho: 1.10
 

Quote data

Open: 6.740
High: 6.800
Low: 6.550
Previous Close: 6.620
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -16.19%
1 Month  
+4.18%
3 Months
  -11.56%
YTD  
+29.92%
1 Year  
+61.39%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.130 6.240
1M High / 1M Low: 8.280 6.240
6M High / 6M Low: 8.650 4.650
High (YTD): 2024-03-22 8.650
Low (YTD): 2024-01-05 4.800
52W High: 2024-03-22 8.650
52W Low: 2023-09-27 2.630
Avg. price 1W:   7.208
Avg. volume 1W:   50
Avg. price 1M:   7.390
Avg. volume 1M:   11.905
Avg. price 6M:   6.809
Avg. volume 6M:   28
Avg. price 1Y:   5.360
Avg. volume 1Y:   20.784
Volatility 1M:   85.96%
Volatility 6M:   80.41%
Volatility 1Y:   85.79%
Volatility 3Y:   -