UC WAR. CALL 01/25 TF7A/ DE000HC6UVH4 /
| 7/16/2024 9:41:19 PM | Chg.+0.1000 | Bid9:59:21 PM | Ask9:59:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +11.63% | 0.9700 Bid Size: 30,000 |
0.9800 Ask Size: 30,000 |
Tyson Foods | 50.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC6UVH |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/19/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.27 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.20 |
| Parity: | 0.27 |
| Time value: | 0.59 |
| Break-even: | 58.60 |
| Moneyness: | 1.05 |
| Premium: | 0.11 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.01 |
| Spread %: | 1.18% |
| Delta: | 0.65 |
| Theta: | -0.02 |
| Omega: | 3.98 |
| Rho: | 0.13 |
Quote data
| Open: | 0.8600 |
|---|---|
| High: | 0.9600 |
| Low: | 0.8600 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.32% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | -8.57% | ||
| YTD | +21.52% | ||
| 1 Year | +15.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.7200 |
| 6M High / 6M Low: | 1.2900 | 0.6300 |
| High (YTD): | 5/3/2024 | 1.2900 |
| Low (YTD): | 6/13/2024 | 0.6300 |
| 52W High: | 5/3/2024 | 1.2900 |
| 52W Low: | 11/13/2023 | 0.4400 |
| Avg. price 1W: | 0.8060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8048 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9121 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8273 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 90.97% | |
| Volatility 6M: | 87.42% | |
| Volatility 1Y: | 88.89% | |
| Volatility 3Y: | - |
