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UniCredit Call 300 MSF 15.01.2025/  DE000HB954F8  /

Frankfurt Zert./HVB
1/10/2025  11:36:04 AM Chg.-0.250 Bid12:19:51 PM Ask- Underlying Strike price Expiration date Option type
12.020EUR -2.04% 12.090
Bid Size: 4,000		 -
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: 11.990
High: 12.020
Low: 11.960
Previous Close: 12.270
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+0.84%
1 Month
  -14.20%
3 Months  
+8.68%
YTD
  -3.84%
1 Year  
+27.47%
3 Years     -
5 Years     -
1W High / 1W Low: 12.360 11.920
1M High / 1M Low: 14.790 11.380
6M High / 6M Low: 15.820 9.880
High (YTD): 1/6/2025 12.360
Low (YTD): 1/2/2025 11.380
52W High: 7/5/2024 16.240
52W Low: 1/10/2024 9.430
Avg. price 1W:   12.128
Avg. volume 1W:   0.000
Avg. price 1M:   13.239
Avg. volume 1M:   0.000
Avg. price 6M:   11.978
Avg. volume 6M:   0.000
Avg. price 1Y:   12.122
Avg. volume 1Y:   0.000
Volatility 1M:   53.25%
Volatility 6M:   61.52%
Volatility 1Y:   59.43%
Volatility 3Y:   -