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UniCredit Call 320 MSF 15.01.2025/  DE000HB954J0  /

Frankfurt Zert./HVB
1/10/2025  3:45:41 PM Chg.-0.500 Bid4:21:23 PM Ask- Underlying Strike price Expiration date Option type
9.810EUR -4.85% 9.360
Bid Size: 15,000		 -
Ask Size: -		 MICROSOFT DL-,000... 320.00 - 1/15/2025 Call
 

Master data

WKN: HB954J
Issuer: UniCredit
Currency: EUR
Underlying: MICROSOFT DL-,00000625
Type: Warrant
Option type: Call
Strike price: 320.00 -
Maturity: 1/15/2025
Issue date: 8/10/2022
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.06
Leverage: Yes

Calculated values

Fair value: 9.25
Intrinsic value: 9.23
Implied volatility: 2.30
Historic volatility: 0.19
Parity: 9.23
Time value: 0.92
Break-even: 421.50
Moneyness: 1.29
Premium: 0.02
Premium p.a.: 3.98
Spread abs.: -0.07
Spread %: -0.68%
Delta: 0.86
Theta: -2.50
Omega: 3.49
Rho: 0.03
 

Quote data

Open: 10.020
High: 10.150
Low: 9.810
Previous Close: 10.310
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -1.70%
1 Month
  -19.06%
3 Months  
+5.60%
YTD
  -7.01%
1 Year  
+22.01%
3 Years     -
5 Years     -
1W High / 1W Low: 10.420 9.980
1M High / 1M Low: 12.920 9.390
6M High / 6M Low: 14.070 8.170
High (YTD): 1/6/2025 10.420
Low (YTD): 1/2/2025 9.390
52W High: 7/5/2024 14.510
52W Low: 1/10/2024 8.040
Avg. price 1W:   10.180
Avg. volume 1W:   0.000
Avg. price 1M:   11.321
Avg. volume 1M:   0.000
Avg. price 6M:   10.202
Avg. volume 6M:   7.874
Avg. price 1Y:   10.426
Avg. volume 1Y:   3.937
Volatility 1M:   65.14%
Volatility 6M:   72.52%
Volatility 1Y:   67.49%
Volatility 3Y:   -