UC WAR. CALL 12/24 MBG/ DE000HB55327 /
| 2024-05-15 9:42:18 PM | Chg.-0.0300 | Bid2024-05-15 | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | -2.94% | 0.9800 Bid Size: 50,000 |
0.9900 Ask Size: 50,000 |
MERCEDES-BENZ GROUP ... | 62.50 EUR | 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 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2022-04-04 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.95 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.20 |
| Parity: | 0.68 |
| Time value: | 0.40 |
| Break-even: | 73.30 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 5.88% |
| Delta: | 0.75 |
| Theta: | -0.02 |
| Omega: | 4.82 |
| Rho: | 0.25 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0600 |
| Low: | 0.9900 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.98% | ||
|---|---|---|---|
| 1 Month | -28.78% | ||
| 3 Months | +37.50% | ||
| YTD | +86.79% | ||
| 1 Year | -19.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.9300 |
|---|---|---|
| 1M High / 1M Low: | 1.3900 | 0.8800 |
| 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: | 0.9680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1071 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7979 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9567 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 139.97% | |
| Volatility 6M: | 116.65% | |
| Volatility 1Y: | 106.14% | |
| Volatility 3Y: | - |
