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UniCredit Call 60 MBG 18.12.2024/  DE000HB55319  /

EUWAX
2024-05-21  9:22:12 AM Chg.- Bid9:03:51 AM Ask9:03:51 AM Underlying Strike price Expiration date Option type
0.970EUR - 0.860
Bid Size: 100,000		 0.870
Ask Size: 100,000		 MERCEDES-BENZ GROUP ... 60.00 - 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 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.65
Leverage: Yes

Calculated values

Fair value: 0.94
Intrinsic value: 0.71
Implied volatility: 0.25
Historic volatility: 0.20
Parity: 0.71
Time value: 0.30
Break-even: 70.10
Moneyness: 1.12
Premium: 0.04
Premium p.a.: 0.08
Spread abs.: 0.01
Spread %: 1.00%
Delta: 0.79
Theta: -0.01
Omega: 5.25
Rho: 0.25
 

Quote data

Open: 0.970
High: 0.970
Low: 0.970
Previous Close: 1.000
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.09%
1 Month
  -34.01%
3 Months
  -21.14%
YTD  
+46.97%
1 Year
  -39.75%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 0.970
1M High / 1M Low: 1.500 0.970
6M High / 6M Low: 1.680 0.410
High (YTD): 2024-04-08 1.680
Low (YTD): 2024-01-22 0.410
52W High: 2023-06-16 1.980
52W Low: 2023-10-31 0.340
Avg. price 1W:   1.064
Avg. volume 1W:   0.000
Avg. price 1M:   1.230
Avg. volume 1M:   0.000
Avg. price 6M:   0.991
Avg. volume 6M:   0.000
Avg. price 1Y:   1.108
Avg. volume 1Y:   390.625
Volatility 1M:   126.31%
Volatility 6M:   108.08%
Volatility 1Y:   99.28%
Volatility 3Y:   -