UC WAR. CALL 06/24 MBG/ DE000HC21YJ3 /
| 2024-05-15 11:40:26 AM | Chg.- | Bid11:54:33 AM | Ask11:41:19 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7900EUR | - | - Bid Size: 300,000 |
- Ask Size: 300,000 |
MERCEDES-BENZ GROUP ... | 62.50 - | 2024-06-19 | 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: | 2024-06-19 |
| Issue date: | 2022-11-21 |
| Last trading day: | 2024-05-15 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.46 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.20 |
| Parity: | 0.43 |
| Time value: | 0.36 |
| Break-even: | 70.40 |
| Moneyness: | 1.07 |
| Premium: | 0.05 |
| Premium p.a.: | 0.98 |
| Spread abs.: | 0.11 |
| Spread %: | 16.18% |
| Delta: | 0.67 |
| Theta: | -0.09 |
| Omega: | 5.66 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7100 |
| Previous Close: | 0.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -34.71% | ||
| 3 Months | -18.56% | ||
| YTD | +92.68% | ||
| 1 Year | -43.17% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.6200 |
| 6M High / 6M Low: | 1.4300 | 0.2000 |
| High (YTD): | 2024-04-08 | 1.4300 |
| Low (YTD): | 2024-01-22 | 0.2000 |
| 52W High: | 2023-06-16 | 1.7200 |
| 52W Low: | 2023-11-13 | 0.1800 |
| Avg. price 1W: | 0.7900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9641 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7307 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8599 | |
| Avg. volume 1Y: | 26.9841 | |
| Volatility 1M: | 222.35% | |
| Volatility 6M: | 162.78% | |
| Volatility 1Y: | 141.14% | |
| Volatility 3Y: | - |
