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UniCredit Call 440 MSFT 15.01.202.../  DE000HR8WL21  /

Frankfurt Zert./HVB
2024-05-15  7:30:01 PM Chg.+0.410 Bid9:04:10 PM Ask9:04:10 PM Underlying Strike price Expiration date Option type
2.830EUR +16.94% 2.860
Bid Size: 25,000		 2.880
Ask Size: 25,000		 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: 14.06
Leverage: Yes

Calculated values

Fair value: 1.91
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.19
Parity: -2.17
Time value: 2.74
Break-even: 434.28
Moneyness: 0.95
Premium: 0.13
Premium p.a.: 0.20
Spread abs.: 0.18
Spread %: 7.03%
Delta: 0.49
Theta: -0.08
Omega: 6.85
Rho: 1.08
 

Quote data

Open: 2.540
High: 2.830
Low: 2.510
Previous Close: 2.420
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.98%
1 Month
  -11.29%
3 Months
  -3.08%
YTD  
+42.21%
1 Year  
+169.52%
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:   2.454
Avg. volume 1W:   0.000
Avg. price 1M:   2.504
Avg. volume 1M:   209.524
Avg. price 6M:   2.664
Avg. volume 6M:   36.290
Avg. price 1Y:   2.087
Avg. volume 1Y:   17.578
Volatility 1M:   143.39%
Volatility 6M:   108.55%
Volatility 1Y:   114.85%
Volatility 3Y:   -