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UniCredit Call 360 MSF 15.01.2025/  DE000HR8WKY7  /

EUWAX
11/10/2024  13:18:25 Chg.-0.02 Bid17:19:25 Ask17:19:25 Underlying Strike price Expiration date Option type
5.88EUR -0.34% 5.82
Bid Size: 30,000		 5.83
Ask Size: 30,000		 MICROSOFT DL-,000... 360.00 - 15/01/2025 Call
 

Master data

WKN: HR8WKY
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 360.00 -
Maturity: 15/01/2025
Issue date: 27/07/2021
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.41
Leverage: Yes

Calculated values

Fair value: 2.80
Intrinsic value: 2.03
Implied volatility: 0.62
Historic volatility: 0.17
Parity: 2.03
Time value: 3.90
Break-even: 419.30
Moneyness: 1.06
Premium: 0.10
Premium p.a.: 0.45
Spread abs.: 0.01
Spread %: 0.17%
Delta: 0.64
Theta: -0.25
Omega: 4.11
Rho: 0.48
 

Quote data

Open: 5.95
High: 5.95
Low: 5.88
Previous Close: 5.90
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -3.45%
1 Month
  -7.98%
3 Months
  -40.49%
YTD  
+12.64%
1 Year  
+64.71%
3 Years  
+65.63%
5 Years     -
10 Years     -
1W High / 1W Low: 6.09 5.55
1M High / 1M Low: 7.74 5.55
6M High / 6M Low: 10.99 5.11
High (YTD): 05/07/2024 10.99
Low (YTD): 05/01/2024 4.75
52W High: 05/07/2024 10.99
52W Low: 26/10/2023 3.36
Avg. price 1W:   5.85
Avg. volume 1W:   0.00
Avg. price 1M:   6.75
Avg. volume 1M:   0.00
Avg. price 6M:   7.44
Avg. volume 6M:   0.00
Avg. price 1Y:   6.74
Avg. volume 1Y:   9.80
Volatility 1M:   72.62%
Volatility 6M:   84.26%
Volatility 1Y:   80.56%
Volatility 3Y:   102.72%