UC WAR. CALL 12/24 MBG/ DE000HB55319 /
| 19/06/2024 11:41:51 | Chg.0.0000 | Bid12:15:23 | Ask12:15:23 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7000EUR | 0.00% | 0.7000 Bid Size: 350,000 |
0.7100 Ask Size: 350,000 |
MERCEDES-BENZ GROUP ... | 60.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 04/04/2022 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.07 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.62 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | 0.35 |
| Time value: | 0.35 |
| Break-even: | 67.00 |
| Moneyness: | 1.06 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 1.45% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 6.31 |
| Rho: | 0.19 |
Quote data
| Open: | 0.7000 |
|---|---|
| High: | 0.7100 |
| Low: | 0.7000 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.26% | ||
|---|---|---|---|
| 1 Month | -36.94% | ||
| 3 Months | -52.38% | ||
| YTD | +4.48% | ||
| 1 Year | -63.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.6900 |
| 6M High / 6M Low: | 1.6900 | 0.4100 |
| High (YTD): | 08/04/2024 | 1.6900 |
| Low (YTD): | 22/01/2024 | 0.4100 |
| 52W High: | 19/06/2023 | 1.9400 |
| 52W Low: | 31/10/2023 | 0.3500 |
| Avg. price 1W: | 0.7160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8595 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0340 | |
| Avg. volume 6M: | 4.8000 | |
| Avg. price 1Y: | 1.0491 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 74.81% | |
| Volatility 6M: | 105.35% | |
| Volatility 1Y: | 100.14% | |
| Volatility 3Y: | - |
