UC WAR. CALL 06/24 MBG/ DE000HC21YJ3 /
| 15/05/2024 11:40:26 | Chg.- | Bid11:54:33 | Ask11:41:19 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | - Bid Size: 300,000 |
- Ask Size: 300,000 |
MERCEDES-BENZ GROUP ... | 62.50 - | 19/06/2024 | Call |
Master data
| WKN: | HC21YJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 62.50 - |
| Maturity: | 19/06/2024 |
| Issue date: | 21/11/2022 |
| Last trading day: | 15/05/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 2.88 |
| Historic volatility: | 0.20 |
| Parity: | 0.07 |
| Time value: | 0.72 |
| Break-even: | 70.40 |
| Moneyness: | 1.01 |
| Premium: | 0.11 |
| Premium p.a.: | 0.00 |
| Spread abs.: | 0.11 |
| Spread %: | 16.18% |
| Delta: | 0.57 |
| Theta: | -0.94 |
| Omega: | 4.60 |
| Rho: | 0.00 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7100 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -30.09% | ||
| YTD | +92.68% | ||
| 1 Year | -52.41% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7900 | 0.7900 |
| 6M High / 6M Low: | 1.4300 | 0.2000 |
| High (YTD): | 08/04/2024 | 1.4300 |
| Low (YTD): | 22/01/2024 | 0.2000 |
| 52W High: | 16/06/2023 | 1.7200 |
| 52W Low: | 13/11/2023 | 0.1800 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7900 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7958 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8168 | |
| Avg. volume 1Y: | 29.0598 | |
| Volatility 1M: | - | |
| Volatility 6M: | 162.79% | |
| Volatility 1Y: | 145.34% | |
| Volatility 3Y: | - |
