UC WAR. CALL 01/25 TF7A/ DE000HC49N56 /
2024-09-02 9:41:02 PM | Chg.0.0000 | Bid9:56:35 PM | Ask9:56:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1500EUR | 0.00% | 0.1400 Bid Size: 60,000 |
0.1800 Ask Size: 60,000 |
Tyson Foods | 70.00 - | 2025-01-15 | Call |
Master data
WKN: | HC49N5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Tyson Foods |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2023-02-20 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 34.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.36 |
Historic volatility: | 0.19 |
Parity: | -1.18 |
Time value: | 0.17 |
Break-even: | 71.70 |
Moneyness: | 0.83 |
Premium: | 0.23 |
Premium p.a.: | 0.76 |
Spread abs.: | 0.01 |
Spread %: | 6.25% |
Delta: | 0.25 |
Theta: | -0.02 |
Omega: | 8.55 |
Rho: | 0.05 |
Quote data
Open: | 0.1400 |
---|---|
High: | 0.1500 |
Low: | 0.1400 |
Previous Close: | 0.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.14% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +36.36% | ||
YTD | -16.67% | ||
1 Year | -31.82% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1700 | 0.1400 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.0940 |
6M High / 6M Low: | 0.2800 | 0.0460 |
High (YTD): | 2024-05-03 | 0.2800 |
Low (YTD): | 2024-06-14 | 0.0460 |
52W High: | 2024-05-03 | 0.2800 |
52W Low: | 2024-06-14 | 0.0460 |
Avg. price 1W: | 0.1520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1324 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1448 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1519 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 245.63% | |
Volatility 6M: | 185.80% | |
Volatility 1Y: | 167.60% | |
Volatility 3Y: | - |