UC WAR. CALL 12/24 MBG/ DE000HB55319 /
| 2024-05-15 9:41:40 PM | Chg.-0.0200 | Bid2024-05-15 | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1800EUR | -1.67% | 1.1700 Bid Size: 50,000 |
1.1800 Ask Size: 50,000 |
MERCEDES-BENZ GROUP ... | 60.00 EUR | 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 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.55 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 0.93 |
| Time value: | 0.32 |
| Break-even: | 72.50 |
| Moneyness: | 1.16 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 5.04% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 4.48 |
| Rho: | 0.26 |
Quote data
| Open: | 1.2100 |
|---|---|
| High: | 1.2600 |
| Low: | 1.1800 |
| Previous Close: | 1.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.60% | ||
|---|---|---|---|
| 1 Month | -27.16% | ||
| 3 Months | +32.58% | ||
| YTD | +76.12% | ||
| 1 Year | -15.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 1.1000 |
| 6M High / 6M Low: | 1.6900 | 0.4100 |
| High (YTD): | 2024-04-08 | 1.6900 |
| Low (YTD): | 2024-01-22 | 0.4100 |
| 52W High: | 2023-06-16 | 1.9800 |
| 52W Low: | 2023-10-31 | 0.3500 |
| Avg. price 1W: | 1.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3348 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9718 | |
| Avg. volume 6M: | 4.8387 | |
| Avg. price 1Y: | 1.1233 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 124.41% | |
| Volatility 6M: | 107.95% | |
| Volatility 1Y: | 98.94% | |
| Volatility 3Y: | - |
