UniCredit Call 60 MBG 18.09.2024
/ DE000HC9Z4K8
UniCredit Call 60 MBG 18.09.2024/ DE000HC9Z4K8 /
30/08/2024 19:22:38 |
Chg.+0.05 |
Bid19:23:00 |
Ask19:23:00 |
Underlying |
Strike price |
Expiration date |
Option type |
2.55EUR |
+2.00% |
2.55 Bid Size: 10,000 |
2.57 Ask Size: 10,000 |
MERCEDES-BENZ GROUP ... |
60.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HC9Z4K |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
MERCEDES-BENZ GROUP AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
18/09/2024 |
Issue date: |
17/10/2023 |
Last trading day: |
17/09/2024 |
Ratio: |
1:1 |
Exercise type: |
European |
Quanto: |
- |
Gearing: |
24.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
2.78 |
Intrinsic value: |
2.38 |
Implied volatility: |
0.12 |
Historic volatility: |
0.20 |
Parity: |
2.38 |
Time value: |
0.16 |
Break-even: |
62.54 |
Moneyness: |
1.04 |
Premium: |
0.00 |
Premium p.a.: |
0.05 |
Spread abs.: |
0.03 |
Spread %: |
1.20% |
Delta: |
0.94 |
Theta: |
-0.01 |
Omega: |
22.98 |
Rho: |
0.03 |
Quote data
Open: |
2.72 |
High: |
2.72 |
Low: |
2.55 |
Previous Close: |
2.50 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+3.24% |
1 Month |
|
|
+4.08% |
3 Months |
|
|
-30.14% |
YTD |
|
|
+13.84% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.84 |
2.47 |
1M High / 1M Low: |
2.84 |
0.70 |
6M High / 6M Low: |
4.21 |
0.70 |
High (YTD): |
08/04/2024 |
4.21 |
Low (YTD): |
13/08/2024 |
0.70 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.60 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.66 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
3.33 |
Avg. volume 6M: |
|
0.00 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
333.87% |
Volatility 6M: |
|
150.73% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |