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UniCredit Call 440 MSF 15.01.2025/  DE000HR8WL21  /

Frankfurt Zert./HVB
2024-12-23  8:51:24 AM Chg.-0.060 Bid9:39:43 AM Ask9:39:43 AM Underlying Strike price Expiration date Option type
0.920EUR -6.12% 0.900
Bid Size: 4,000		 0.920
Ask Size: 4,000		 MICROSOFT DL-,000... 440.00 - 2025-01-15 Call
 

Master data

WKN: HR8WL2
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 440.00 -
Maturity: 2025-01-15
Issue date: 2021-07-27
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 49.25
Leverage: Yes

Calculated values

Fair value: 0.18
Intrinsic value: 0.00
Implied volatility: 0.38
Historic volatility: 0.19
Parity: -2.14
Time value: 0.85
Break-even: 448.50
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.73
Spread abs.: 0.01
Spread %: 1.19%
Delta: 0.33
Theta: -0.31
Omega: 16.29
Rho: 0.09
 

Quote data

Open: 0.900
High: 0.920
Low: 0.900
Previous Close: 0.980
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -42.50%
1 Month  
+100.00%
3 Months
  -52.08%
YTD
  -53.77%
1 Year
  -54.23%
3 Years
  -73.41%
5 Years     -
10 Years     -
1W High / 1W Low: 1.900 0.980
1M High / 1M Low: 1.900 0.450
6M High / 6M Low: 5.110 0.450
High (YTD): 2024-07-05 5.110
Low (YTD): 2024-11-25 0.450
52W High: 2024-07-05 5.110
52W Low: 2024-11-25 0.450
Avg. price 1W:   1.470
Avg. volume 1W:   0.000
Avg. price 1M:   1.142
Avg. volume 1M:   0.000
Avg. price 6M:   1.860
Avg. volume 6M:   1,051.669
Avg. price 1Y:   2.363
Avg. volume 1Y:   555.972
Volatility 1M:   345.00%
Volatility 6M:   229.00%
Volatility 1Y:   182.00%
Volatility 3Y:   152.36%