UC WAR. CALL 12/24 MBG/ DE000HB55327 /
| 2024-05-22 3:40:05 PM | Chg.-0.0500 | Bid4:10:24 PM | Ask4:10:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -6.25% | 0.7500 Bid Size: 450,000 |
0.7600 Ask Size: 450,000 |
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: | 8.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.43 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.20 |
| Parity: | 0.43 |
| Time value: | 0.38 |
| Break-even: | 70.60 |
| Moneyness: | 1.07 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 1.25% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 5.90 |
| Rho: | 0.23 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7200 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.24% | ||
|---|---|---|---|
| 1 Month | -39.02% | ||
| 3 Months | -27.18% | ||
| YTD | +41.51% | ||
| 1 Year | -48.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.8000 |
| 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: | 0.8900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0181 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8194 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9485 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 141.70% | |
| Volatility 6M: | 116.76% | |
| Volatility 1Y: | 106.24% | |
| Volatility 3Y: | - |
