OverviewChartNewsTraderScreen

UniCredit Call 62.5 MBG 19.06.202.../  DE000HC21YJ3  /

EUWAX
15/05/2024  09:24:28 Chg.- Bid22:00:44 Ask22:00:44 Underlying Strike price Expiration date Option type
0.710EUR - -
Bid Size: -		 -
Ask Size: -		 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: 8.40
Leverage: Yes

Calculated values

Fair value: 0.40
Intrinsic value: 0.38
Implied volatility: 1.10
Historic volatility: 0.20
Parity: 0.38
Time value: 0.41
Break-even: 70.40
Moneyness: 1.06
Premium: 0.06
Premium p.a.: 3.26
Spread abs.: 0.11
Spread %: 16.18%
Delta: 0.65
Theta: -0.19
Omega: 5.46
Rho: 0.01
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.730
Turnover: 0.000
Market phase: SU
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -25.26%
3 Months
  -39.32%
YTD  
+73.17%
1 Year
  -50.35%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: - -
1M High / 1M Low: 1.120 0.610
6M High / 6M Low: 1.420 0.190
High (YTD): 08/04/2024 1.420
Low (YTD): 22/01/2024 0.190
52W High: 16/06/2023 1.720
52W Low: 13/11/2023 0.170
Avg. price 1W:   -
Avg. volume 1W:   -
Avg. price 1M:   0.812
Avg. volume 1M:   0.000
Avg. price 6M:   0.760
Avg. volume 6M:   0.000
Avg. price 1Y:   0.833
Avg. volume 1Y:   179.421
Volatility 1M:   267.47%
Volatility 6M:   163.11%
Volatility 1Y:   143.62%
Volatility 3Y:   -