UC WAR. CALL 01/25 TF7A/ DE000HC6UVH4 /
| 2024-08-15 5:41:48 PM | Chg.-0.0100 | Bid7:07:31 PM | Ask7:07:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1700EUR | -0.85% | 1.1500 Bid Size: 25,000 |
1.1600 Ask Size: 25,000 |
Tyson Foods | 50.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC6UVH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-19 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.63 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.19 |
| Parity: | 0.63 |
| Time value: | 0.55 |
| Break-even: | 61.80 |
| Moneyness: | 1.13 |
| Premium: | 0.10 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 0.85% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 3.38 |
| Rho: | 0.12 |
Quote data
| Open: | 1.1700 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1700 |
| Previous Close: | 1.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -0.85% | ||
|---|---|---|---|
| 1 Month | +36.05% | ||
| 3 Months | +3.54% | ||
| YTD | +48.10% | ||
| 1 Year | +30.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 1.0600 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.8600 |
| 6M High / 6M Low: | 1.2900 | 0.6300 |
| High (YTD): | 2024-05-03 | 1.2900 |
| Low (YTD): | 2024-06-13 | 0.6300 |
| 52W High: | 2024-05-03 | 1.2900 |
| 52W Low: | 2023-11-13 | 0.4400 |
| Avg. price 1W: | 1.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0991 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9626 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8429 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 98.29% | |
| Volatility 6M: | 85.81% | |
| Volatility 1Y: | 89.70% | |
| Volatility 3Y: | - |
