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UniCredit Call 60 MBG 18.12.2024/  DE000HB55319  /

Frankfurt Zert./HVB
14/06/2024  19:28:11 Chg.-0.010 Bid21:56:40 Ask21:56:40 Underlying Strike price Expiration date Option type
0.680EUR -1.45% 0.680
Bid Size: 50,000		 0.690
Ask Size: 50,000		 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: 9.16
Leverage: Yes

Calculated values

Fair value: 0.60
Intrinsic value: 0.32
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.32
Time value: 0.37
Break-even: 66.90
Moneyness: 1.05
Premium: 0.06
Premium p.a.: 0.12
Spread abs.: 0.01
Spread %: 1.47%
Delta: 0.68
Theta: -0.01
Omega: 6.26
Rho: 0.18
 

Quote data

Open: 0.720
High: 0.720
Low: 0.670
Previous Close: 0.690
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -18.07%
1 Month
  -41.88%
3 Months
  -51.08%
YTD  
+3.03%
1 Year
  -64.40%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.850 0.680
1M High / 1M Low: 1.170 0.680
6M High / 6M Low: 1.680 0.410
High (YTD): 08/04/2024 1.680
Low (YTD): 22/01/2024 0.410
52W High: 16/06/2023 1.980
52W Low: 31/10/2023 0.350
Avg. price 1W:   0.768
Avg. volume 1W:   0.000
Avg. price 1M:   0.905
Avg. volume 1M:   0.000
Avg. price 6M:   1.030
Avg. volume 6M:   0.000
Avg. price 1Y:   1.053
Avg. volume 1Y:   1.172
Volatility 1M:   74.20%
Volatility 6M:   104.47%
Volatility 1Y:   101.45%
Volatility 3Y:   -