UC WAR. PUT 06/24 MBG/ DE000HC5ENB0 /
| 2024-05-22 9:40:34 PM | Chg.+0.1000 | Bid9:59:03 PM | Ask9:59:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4600EUR | +27.78% | 0.4500 Bid Size: 25,000 |
0.4800 Ask Size: 25,000 |
MERCEDES-BENZ GROUP ... | 70.00 - | 2024-06-19 | Put |
Master data
| WKN: | HC5ENB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | MERCEDES-BENZ GROUP AG NA O.N. |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 70.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-03-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -18.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.35 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.20 |
| Parity: | 0.32 |
| Time value: | 0.04 |
| Break-even: | 66.40 |
| Moneyness: | 1.05 |
| Premium: | 0.01 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 2.86% |
| Delta: | -0.75 |
| Theta: | -0.02 |
| Omega: | -13.87 |
| Rho: | -0.04 |
Quote data
| Open: | 0.3700 |
|---|---|
| High: | 0.4700 |
| Low: | 0.3700 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +70.37% | ||
|---|---|---|---|
| 1 Month | +64.29% | ||
| 3 Months | -4.17% | ||
| YTD | -59.65% | ||
| 1 Year | -42.50% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4600 | 0.2600 |
|---|---|---|
| 1M High / 1M Low: | 0.4600 | 0.2100 |
| 6M High / 6M Low: | 1.5400 | 0.2100 |
| High (YTD): | 2024-01-22 | 1.4400 |
| Low (YTD): | 2024-05-15 | 0.2100 |
| 52W High: | 2023-10-31 | 1.7600 |
| 52W Low: | 2024-05-15 | 0.2100 |
| Avg. price 1W: | 0.3380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2986 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7346 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8325 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 367.18% | |
| Volatility 6M: | 184.51% | |
| Volatility 1Y: | 142.76% | |
| Volatility 3Y: | - |
