UC WAR. CALL 01/25 MSF/ DE000HB954F8 /
| 1/10/2025 3:42:37 PM | Chg.-0.320 | Bid4:04:05 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 11.790EUR | -2.64% | 11.480 Bid Size: 15,000 |
- Ask Size: - |
MICROSOFT DL-,000... | 300.00 - | 1/15/2025 | Call |
Master data
| WKN: | HB954F |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MICROSOFT DL-,00000625 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 8/10/2022 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.40 |
| Leverage: | Yes |
Calculated values
| Fair value: | 11.24 |
|---|---|
| Intrinsic value: | 11.23 |
| Implied volatility: | 2.66 |
| Historic volatility: | 0.19 |
| Parity: | 11.23 |
| Time value: | 0.88 |
| Break-even: | 421.10 |
| Moneyness: | 1.37 |
| Premium: | 0.02 |
| Premium p.a.: | 3.65 |
| Spread abs.: | -0.07 |
| Spread %: | -0.57% |
| Delta: | 0.88 |
| Theta: | -2.57 |
| Omega: | 3.00 |
| Rho: | 0.03 |
Quote data
| Open: | 11.970 |
|---|---|
| High: | 12.060 |
| Low: | 11.790 |
| Previous Close: | 12.110 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.17% | ||
|---|---|---|---|
| 1 Month | -14.13% | ||
| 3 Months | +7.28% | ||
| YTD | -4.69% | ||
| 1 Year | +24.11% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 12.260 | 11.840 |
|---|---|---|
| 1M High / 1M Low: | 14.880 | 11.580 |
| 6M High / 6M Low: | 15.940 | 9.670 |
| High (YTD): | 1/6/2025 | 12.260 |
| Low (YTD): | 1/2/2025 | 11.580 |
| 52W High: | 7/5/2024 | 16.200 |
| 52W Low: | 1/10/2024 | 9.500 |
| Avg. price 1W: | 12.042 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 13.136 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 11.957 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 12.114 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 50.78% | |
| Volatility 6M: | 64.46% | |
| Volatility 1Y: | 60.46% | |
| Volatility 3Y: | - |