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: | - |
