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UniCredit Call 60 MBG 18.12.2024/  DE000HB55319  /

EUWAX
2024-05-30  8:41:59 PM Chg.- Bid8:26:59 AM Ask8:26:59 AM Underlying Strike price Expiration date Option type
0.900EUR - 0.890
Bid Size: 50,000		 0.900
Ask Size: 50,000		 MERCEDES-BENZ GROUP ... 60.00 - 2024-12-18 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: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.17
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.59
Implied volatility: 0.26
Historic volatility: 0.20
Parity: 0.59
Time value: 0.33
Break-even: 69.20
Moneyness: 1.10
Premium: 0.05
Premium p.a.: 0.09
Spread abs.: 0.05
Spread %: 5.75%
Delta: 0.76
Theta: -0.01
Omega: 5.41
Rho: 0.22
 

Quote data

Open: 0.860
High: 0.900
Low: 0.860
Previous Close: 0.870
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -1.10%
1 Month
  -18.92%
3 Months
  -38.36%
YTD  
+36.36%
1 Year
  -41.18%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.950 0.870
1M High / 1M Low: 1.370 0.850
6M High / 6M Low: 1.680 0.410
High (YTD): 2024-04-08 1.680
Low (YTD): 2024-01-22 0.410
52W High: 2023-06-16 1.980
52W Low: 2023-10-31 0.340
Avg. price 1W:   0.914
Avg. volume 1W:   0.000
Avg. price 1M:   1.070
Avg. volume 1M:   0.000
Avg. price 6M:   1.012
Avg. volume 6M:   0.000
Avg. price 1Y:   1.090
Avg. volume 1Y:   390.625
Volatility 1M:   95.73%
Volatility 6M:   107.03%
Volatility 1Y:   100.08%
Volatility 3Y:   -