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UniCredit Call 390 MSF 15.01.2025/  DE000HC0K4M0  /

Frankfurt Zert./HVB
2024-07-11  7:39:27 PM Chg.-0.750 Bid9:59:29 PM Ask9:59:29 PM Underlying Strike price Expiration date Option type
7.490EUR -9.10% 7.590
Bid Size: 20,000		 7.600
Ask Size: 20,000		 MICROSOFT DL-,000... 390.00 - 2025-01-15 Call
 

Master data

WKN: HC0K4M
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 390.00 -
Maturity: 2025-01-15
Issue date: 2022-10-06
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.06
Leverage: Yes

Calculated values

Fair value: 5.29
Intrinsic value: 4.04
Implied volatility: 0.50
Historic volatility: 0.18
Parity: 4.04
Time value: 4.46
Break-even: 475.00
Moneyness: 1.10
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.06
Spread %: 0.71%
Delta: 0.69
Theta: -0.17
Omega: 3.51
Rho: 1.10
 

Quote data

Open: 8.420
High: 8.460
Low: 7.340
Previous Close: 8.240
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -7.53%
1 Month  
+30.72%
3 Months  
+17.40%
YTD  
+100.80%
1 Year  
+170.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 8.620 7.990
1M High / 1M Low: 8.620 5.730
6M High / 6M Low: 8.620 4.060
High (YTD): 2024-07-05 8.620
Low (YTD): 2024-01-05 3.380
52W High: 2024-07-05 8.620
52W Low: 2023-09-27 1.850
Avg. price 1W:   8.276
Avg. volume 1W:   0.000
Avg. price 1M:   7.447
Avg. volume 1M:   0.000
Avg. price 6M:   5.716
Avg. volume 6M:   0.000
Avg. price 1Y:   4.349
Avg. volume 1Y:   0.000
Volatility 1M:   61.41%
Volatility 6M:   92.05%
Volatility 1Y:   92.18%
Volatility 3Y:   -