OverviewChartNewsTraderScreen

UniCredit Call 65 MBG 18.12.2024/  DE000HB55335  /

Frankfurt Zert./HVB
2024-05-29  10:47:31 AM Chg.-0.030 Bid11:06:52 AM Ask11:06:52 AM Underlying Strike price Expiration date Option type
0.560EUR -5.08% 0.550
Bid Size: 400,000		 0.560
Ask Size: 400,000		 MERCEDES-BENZ GROUP ... 65.00 - 2024-12-18 Call
 

Master data

WKN: HB5533
Issuer: UniCredit
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 -
Maturity: 2024-12-18
Issue date: 2022-04-04
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 10.88
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.14
Implied volatility: 0.24
Historic volatility: 0.20
Parity: 0.14
Time value: 0.47
Break-even: 71.10
Moneyness: 1.02
Premium: 0.07
Premium p.a.: 0.13
Spread abs.: 0.01
Spread %: 1.67%
Delta: 0.63
Theta: -0.01
Omega: 6.83
Rho: 0.20
 

Quote data

Open: 0.580
High: 0.580
Low: 0.540
Previous Close: 0.590
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.10%
3 Months
  -45.63%
YTD  
+33.33%
1 Year
  -56.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.600 0.550
1M High / 1M Low: 1.020 0.550
6M High / 6M Low: 1.220 0.230
High (YTD): 2024-04-08 1.220
Low (YTD): 2024-01-22 0.230
52W High: 2023-06-16 1.610
52W Low: 2023-11-13 0.200
Avg. price 1W:   0.576
Avg. volume 1W:   0.000
Avg. price 1M:   0.720
Avg. volume 1M:   476.190
Avg. price 6M:   0.669
Avg. volume 6M:   338.710
Avg. price 1Y:   0.779
Avg. volume 1Y:   230.469
Volatility 1M:   156.27%
Volatility 6M:   131.67%
Volatility 1Y:   120.35%
Volatility 3Y:   -