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UniCredit Call 62.5 MBG 19.06.202.../  DE000HC21YJ3  /

Frankfurt Zert./HVB
2024-05-15  11:32:55 AM Chg.+0.060 Bid8:00:21 PM Ask11:41:19 AM Underlying Strike price Expiration date Option type
0.780EUR +8.33% -
Bid Size: -		 -
Ask Size: -		 MERCEDES-BENZ GROUP ... 62.50 - 2024-06-19 Call
 

Master data

WKN: HC21YJ
Issuer: UniCredit
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 62.50 -
Maturity: 2024-06-19
Issue date: 2022-11-21
Last trading day: 2024-05-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 8.46
Leverage: Yes

Calculated values

Fair value: 0.47
Intrinsic value: 0.43
Implied volatility: 0.75
Historic volatility: 0.20
Parity: 0.43
Time value: 0.36
Break-even: 70.40
Moneyness: 1.07
Premium: 0.05
Premium p.a.: 0.98
Spread abs.: 0.11
Spread %: 16.18%
Delta: 0.67
Theta: -0.09
Omega: 5.66
Rho: 0.03
 

Quote data

Open: 0.720
High: 0.780
Low: 0.700
Previous Close: 0.720
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -35.00%
3 Months
  -19.59%
YTD  
+90.24%
1 Year
  -43.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.780 0.780
1M High / 1M Low: 1.250 0.610
6M High / 6M Low: 1.430 0.190
High (YTD): 2024-04-08 1.430
Low (YTD): 2024-01-22 0.190
52W High: 2023-06-16 1.720
52W Low: 2023-11-13 0.170
Avg. price 1W:   0.780
Avg. volume 1W:   0.000
Avg. price 1M:   0.958
Avg. volume 1M:   0.000
Avg. price 6M:   0.726
Avg. volume 6M:   0.000
Avg. price 1Y:   0.854
Avg. volume 1Y:   0.000
Volatility 1M:   223.55%
Volatility 6M:   165.07%
Volatility 1Y:   143.92%
Volatility 3Y:   -