UniCredit Call 72.5 MBG 19.06.202.../  DE000HC24NA9  /

EUWAX
2024-05-15  6:50:56 PM Chg.-0.015 Bid7:51:25 PM Ask7:51:25 PM Underlying Strike price Expiration date Option type
0.052EUR -22.39% 0.052
Bid Size: 200,000
0.057
Ask Size: 200,000
MERCEDES-BENZ GROUP ... 72.50 EUR 2024-06-19 Call
 

Master data

WKN: HC24NA
Issuer: UniCredit
Currency: EUR
Underlying: MERCEDES-BENZ GROUP AG NA O.N.
Type: Warrant
Option type: Call
Strike price: 72.50 EUR
Maturity: 2024-06-19
Issue date: 2022-11-23
Last trading day: 2024-06-18
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 53.33
Leverage: Yes

Calculated values

Fair value: 0.07
Intrinsic value: 0.00
Implied volatility: 0.28
Historic volatility: 0.20
Parity: -0.32
Time value: 0.13
Break-even: 73.80
Moneyness: 0.96
Premium: 0.06
Premium p.a.: 0.92
Spread abs.: 0.06
Spread %: 85.71%
Delta: 0.34
Theta: -0.03
Omega: 17.95
Rho: 0.02
 

Quote data

Open: 0.064
High: 0.083
Low: 0.052
Previous Close: 0.067
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -8.77%
1 Month
  -87.91%
3 Months
  -60.00%
YTD
  -35.80%
1 Year
  -91.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.067 0.046
1M High / 1M Low: 0.430 0.046
6M High / 6M Low: 0.500 0.023
High (YTD): 2024-04-08 0.500
Low (YTD): 2024-01-22 0.023
52W High: 2023-06-16 0.990
52W Low: 2024-01-22 0.023
Avg. price 1W:   0.057
Avg. volume 1W:   0.000
Avg. price 1M:   0.187
Avg. volume 1M:   0.000
Avg. price 6M:   0.163
Avg. volume 6M:   6.371
Avg. price 1Y:   0.324
Avg. volume 1Y:   3.086
Volatility 1M:   469.11%
Volatility 6M:   311.73%
Volatility 1Y:   246.22%
Volatility 3Y:   -