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UniCredit Call 440 MSFT 15.01.202.../  DE000HR8WL21  /

Frankfurt Zert./HVB
2024-05-14  12:24:20 PM Chg.-0.050 Bid12:38:54 PM Ask12:38:54 PM Underlying Strike price Expiration date Option type
2.450EUR -2.00% 2.440
Bid Size: 10,000		 2.450
Ask Size: 10,000		 Microsoft Corporatio... 440.00 USD 2025-01-15 Call
 

Master data

WKN: HR8WL2
Issuer: UniCredit
Currency: EUR
Underlying: Microsoft Corporation
Type: Warrant
Option type: Call
Strike price: 440.00 USD
Maturity: 2025-01-15
Issue date: 2021-07-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.65
Leverage: Yes

Calculated values

Fair value: 1.81
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.19
Parity: -2.44
Time value: 2.45
Break-even: 432.21
Moneyness: 0.94
Premium: 0.13
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 0.41%
Delta: 0.47
Theta: -0.08
Omega: 7.33
Rho: 1.05
 

Quote data

Open: 2.450
High: 2.460
Low: 2.410
Previous Close: 2.500
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.61%
1 Month
  -27.94%
3 Months
  -18.60%
YTD  
+23.12%
1 Year  
+137.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.500 2.410
1M High / 1M Low: 3.190 1.980
6M High / 6M Low: 3.910 1.710
High (YTD): 2024-03-22 3.910
Low (YTD): 2024-01-05 1.750
52W High: 2024-03-22 3.910
52W Low: 2023-09-27 0.970
Avg. price 1W:   2.468
Avg. volume 1W:   0.000
Avg. price 1M:   2.509
Avg. volume 1M:   220
Avg. price 6M:   2.661
Avg. volume 6M:   36.290
Avg. price 1Y:   2.085
Avg. volume 1Y:   17.647
Volatility 1M:   146.90%
Volatility 6M:   108.46%
Volatility 1Y:   115.01%
Volatility 3Y:   -