UC WAR. CALL 01/25 TF7A/ DE000HC49N49 /
| 2024-09-17 9:41:00 PM | Chg.-0.0200 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -4.44% | 0.4300 Bid Size: 40,000 |
0.4400 Ask Size: 40,000 |
Tyson Foods | 60.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC49N4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.11 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.20 |
| Parity: | -0.44 |
| Time value: | 0.46 |
| Break-even: | 64.60 |
| Moneyness: | 0.93 |
| Premium: | 0.16 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.04 |
| Spread %: | 9.52% |
| Delta: | 0.46 |
| Theta: | -0.03 |
| Omega: | 5.56 |
| Rho: | 0.07 |
Quote data
| Open: | 0.4200 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4200 |
| Previous Close: | 0.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.21% | ||
|---|---|---|---|
| 1 Month | -10.42% | ||
| 3 Months | +79.17% | ||
| YTD | +13.16% | ||
| 1 Year | -17.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5600 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.4100 |
| 6M High / 6M Low: | 0.7400 | 0.1900 |
| High (YTD): | 2024-09-06 | 0.7400 |
| Low (YTD): | 2024-06-14 | 0.1900 |
| 52W High: | 2024-09-06 | 0.7400 |
| 52W Low: | 2024-06-14 | 0.1900 |
| Avg. price 1W: | 0.4580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5633 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4502 | |
| Avg. volume 6M: | 1.1719 | |
| Avg. price 1Y: | 0.3939 | |
| Avg. volume 1Y: | .5882 | |
| Volatility 1M: | 161.82% | |
| Volatility 6M: | 142.12% | |
| Volatility 1Y: | 133.83% | |
| Volatility 3Y: | - |
