UC WAR. CALL 12/24 MBG/ DE000HB55319 /
2024-06-18 3:41:16 PM | Chg.0.0000 | Bid5:27:49 PM | Ask5:27:49 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7100EUR | 0.00% | - Bid Size: 350,000 |
- Ask Size: 350,000 |
MERCEDES-BENZ GROUP ... | 60.00 - | 2024-12-18 | Call |
Master data
WKN: | HB5531 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.96 |
Leverage: | Yes |
Calculated values
Fair value: | 0.63 |
---|---|
Intrinsic value: | 0.36 |
Implied volatility: | 0.25 |
Historic volatility: | 0.20 |
Parity: | 0.36 |
Time value: | 0.35 |
Break-even: | 67.10 |
Moneyness: | 1.06 |
Premium: | 0.06 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 1.43% |
Delta: | 0.70 |
Theta: | -0.01 |
Omega: | 6.23 |
Rho: | 0.19 |
Quote data
Open: | 0.7100 |
---|---|
High: | 0.7100 |
Low: | 0.7100 |
Previous Close: | 0.7100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.48% | ||
---|---|---|---|
1 Month | -36.04% | ||
3 Months | -49.29% | ||
YTD | +5.97% | ||
1 Year | -64.14% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8400 | 0.6900 |
---|---|---|
1M High / 1M Low: | 1.0100 | 0.6900 |
6M High / 6M Low: | 1.6900 | 0.4100 |
High (YTD): | 2024-04-08 | 1.6900 |
Low (YTD): | 2024-01-22 | 0.4100 |
52W High: | 2023-06-19 | 1.9400 |
52W Low: | 2023-10-31 | 0.3500 |
Avg. price 1W: | 0.7440 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8671 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.0343 | |
Avg. volume 6M: | 4.8000 | |
Avg. price 1Y: | 1.0505 | |
Avg. volume 1Y: | 2.3529 | |
Volatility 1M: | 76.75% | |
Volatility 6M: | 105.35% | |
Volatility 1Y: | 100.33% | |
Volatility 3Y: | - |