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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

Frankfurt Zert./HVB
7/26/2024  7:31:38 PM Chg.+0.290 Bid9:59:31 PM Ask9:59:31 PM Underlying Strike price Expiration date Option type
7.620EUR +3.96% 7.380
Bid Size: 20,000		 7.390
Ask Size: 20,000		 MICROSOFT DL-,000... 360.00 - 1/15/2025 Call
 

Master data

WKN: HR8WKY
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 1/15/2025
Issue date: 7/27/2021
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.30
Leverage: Yes

Calculated values

Fair value: 4.30
Intrinsic value: 3.17
Implied volatility: 0.52
Historic volatility: 0.18
Parity: 3.17
Time value: 4.22
Break-even: 433.90
Moneyness: 1.09
Premium: 0.11
Premium p.a.: 0.24
Spread abs.: 0.01
Spread %: 0.14%
Delta: 0.68
Theta: -0.16
Omega: 3.60
Rho: 0.90
 

Quote data

Open: 6.980
High: 7.620
Low: 6.970
Previous Close: 7.330
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.19%
1 Month
  -23.49%
3 Months  
+10.43%
YTD  
+47.10%
1 Year  
+86.76%
3 Years  
+145.02%
5 Years     -
10 Years     -
1W High / 1W Low: 8.940 7.330
1M High / 1M Low: 11.090 7.330
6M High / 6M Low: 11.090 5.870
High (YTD): 7/5/2024 11.090
Low (YTD): 1/5/2024 4.800
52W High: 7/5/2024 11.090
52W Low: 9/27/2023 2.630
Avg. price 1W:   8.088
Avg. volume 1W:   0.000
Avg. price 1M:   9.475
Avg. volume 1M:   0.000
Avg. price 6M:   7.917
Avg. volume 6M:   35.433
Avg. price 1Y:   6.120
Avg. volume 1Y:   24.706
Volatility 1M:   74.72%
Volatility 6M:   82.36%
Volatility 1Y:   78.31%
Volatility 3Y:   104.06%