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UniCredit Call 60 MBG 18.12.2024/  DE000HB55319  /

Frankfurt Zert./HVB
6/4/2024  2:28:03 PM Chg.-0.050 Bid6/4/2024 Ask6/4/2024 Underlying Strike price Expiration date Option type
0.870EUR -5.43% 0.870
Bid Size: 350,000		 0.880
Ask Size: 350,000		 MERCEDES-BENZ GROUP ... 60.00 - 12/18/2024 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: 12/18/2024
Issue date: 4/4/2022
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.06
Leverage: Yes

Calculated values

Fair value: 0.86
Intrinsic value: 0.63
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.63
Time value: 0.31
Break-even: 69.40
Moneyness: 1.11
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.01
Spread %: 1.08%
Delta: 0.77
Theta: -0.01
Omega: 5.41
Rho: 0.22
 

Quote data

Open: 0.920
High: 0.920
Low: 0.840
Previous Close: 0.920
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.45%
1 Month
  -26.89%
3 Months
  -38.73%
YTD  
+31.82%
1 Year
  -48.21%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.940 0.870
1M High / 1M Low: 1.360 0.870
6M High / 6M Low: 1.680 0.410
High (YTD): 4/8/2024 1.680
Low (YTD): 1/22/2024 0.410
52W High: 6/16/2023 1.980
52W Low: 10/31/2023 0.350
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.047
Avg. volume 1M:   0.000
Avg. price 6M:   1.019
Avg. volume 6M:   0.000
Avg. price 1Y:   1.084
Avg. volume 1Y:   1.176
Volatility 1M:   83.22%
Volatility 6M:   107.45%
Volatility 1Y:   100.67%
Volatility 3Y:   -