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UniCredit Call 62.5 MBG 19.06.202.../  DE000HC21YJ3  /

EUWAX
2024-05-15  9:24:28 AM Chg.-0.020 Bid8:00:22 PM Ask8:00:22 PM Underlying Strike price Expiration date Option type
0.710EUR -2.74% -
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: 8.67
Leverage: Yes

Calculated values

Fair value: 0.71
Intrinsic value: 0.68
Implied volatility: 0.41
Historic volatility: 0.20
Parity: 0.68
Time value: 0.12
Break-even: 70.50
Moneyness: 1.11
Premium: 0.02
Premium p.a.: 0.19
Spread abs.: 0.06
Spread %: 8.11%
Delta: 0.82
Theta: -0.04
Omega: 7.08
Rho: 0.05
 

Quote data

Open: 0.710
High: 0.710
Low: 0.710
Previous Close: 0.730
Turnover: -
Market phase: SU
 
  All quotes in EUR

Performance

1 Week
  -29.70%
1 Month
  -47.79%
3 Months  
+14.52%
YTD  
+73.17%
1 Year
  -38.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.010 0.610
1M High / 1M Low: 1.360 0.610
6M High / 6M Low: 1.420 0.190
High (YTD): 2024-04-08 1.420
Low (YTD): 2024-01-22 0.190
52W High: 2023-06-16 1.720
52W Low: 2023-11-13 0.170
Avg. price 1W:   0.724
Avg. volume 1W:   0.000
Avg. price 1M:   1.035
Avg. volume 1M:   0.000
Avg. price 6M:   0.706
Avg. volume 6M:   0.000
Avg. price 1Y:   0.861
Avg. volume 1Y:   211.797
Volatility 1M:   202.41%
Volatility 6M:   163.05%
Volatility 1Y:   140.95%
Volatility 3Y:   -