UC WAR. CALL 06/24 MBG/ DE000HC24NA9 /
| 2024-05-15 7:41:03 PM | Chg.-0.0230 | Bid8:51:47 PM | Ask8:51:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0570EUR | -28.75% | 0.0510 Bid Size: 100,000 |
0.0560 Ask Size: 100,000 |
MERCEDES-BENZ GROUP ... | 72.50 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC24NA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 72.50 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2022-11-23 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 53.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.20 |
| Parity: | -0.32 |
| Time value: | 0.13 |
| Break-even: | 73.80 |
| Moneyness: | 0.96 |
| Premium: | 0.06 |
| Premium p.a.: | 0.92 |
| Spread abs.: | 0.06 |
| Spread %: | 85.71% |
| Delta: | 0.34 |
| Theta: | -0.03 |
| Omega: | 17.95 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0730 |
|---|---|
| High: | 0.0830 |
| Low: | 0.0570 |
| Previous Close: | 0.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -87.05% | ||
| 3 Months | -59.29% | ||
| YTD | -30.49% | ||
| 1 Year | -90.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0800 | 0.0500 |
|---|---|---|
| 1M High / 1M Low: | 0.4400 | 0.0500 |
| 6M High / 6M Low: | 0.5000 | 0.0300 |
| High (YTD): | 2024-04-08 | 0.5000 |
| Low (YTD): | 2024-01-22 | 0.0300 |
| 52W High: | 2023-06-16 | 1.0000 |
| 52W Low: | 2024-01-22 | 0.0300 |
| Avg. price 1W: | 0.0608 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1911 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1687 | |
| Avg. volume 6M: | 31.0323 | |
| Avg. price 1Y: | 0.3315 | |
| Avg. volume 1Y: | 15.0313 | |
| Volatility 1M: | 491.41% | |
| Volatility 6M: | 303.24% | |
| Volatility 1Y: | 237.71% | |
| Volatility 3Y: | - |
