UC WAR. CALL 12/24 MBG/ DE000HB55327 /
2024-05-28 9:41:13 PM | Chg.0.0000 | Bid9:56:27 PM | Ask9:56:27 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7600EUR | 0.00% | 0.7600 Bid Size: 40,000 |
0.7700 Ask Size: 40,000 |
MERCEDES-BENZ GROUP ... | 62.50 - | 2024-12-18 | Call |
Master data
WKN: | HB5532 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 62.50 - |
Maturity: | 2024-12-18 |
Issue date: | 2022-04-04 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 8.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.69 |
---|---|
Intrinsic value: | 0.38 |
Implied volatility: | 0.25 |
Historic volatility: | 0.20 |
Parity: | 0.38 |
Time value: | 0.39 |
Break-even: | 70.20 |
Moneyness: | 1.06 |
Premium: | 0.06 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 1.32% |
Delta: | 0.70 |
Theta: | -0.01 |
Omega: | 6.02 |
Rho: | 0.22 |
Quote data
Open: | 0.7600 |
---|---|
High: | 0.7900 |
Low: | 0.7600 |
Previous Close: | 0.7600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.56% | ||
---|---|---|---|
1 Month | -39.20% | ||
3 Months | -38.71% | ||
YTD | +43.40% | ||
1 Year | -47.22% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7600 | 0.6900 |
---|---|---|
1M High / 1M Low: | 1.2500 | 0.6900 |
6M High / 6M Low: | 1.4500 | 0.3200 |
High (YTD): | 2024-04-08 | 1.4500 |
Low (YTD): | 2024-01-22 | 0.3200 |
52W High: | 2023-06-16 | 1.7900 |
52W Low: | 2023-10-31 | 0.2700 |
Avg. price 1W: | 0.7320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9105 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.8352 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9351 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 139.94% | |
Volatility 6M: | 115.79% | |
Volatility 1Y: | 106.68% | |
Volatility 3Y: | - |