UC WAR. CALL 01/25 TF7A/ DE000HC6UVJ0 /
| 2024-08-02 11:40:56 AM | Chg.-0.0200 | Bid1:00:18 PM | Ask1:00:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | -7.41% | 0.2400 Bid Size: 20,000 |
0.2900 Ask Size: 20,000 |
Tyson Foods | 65.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC6UVJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-05-19 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 19.42 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.37 |
| Historic volatility: | 0.20 |
| Parity: | -0.87 |
| Time value: | 0.29 |
| Break-even: | 67.90 |
| Moneyness: | 0.87 |
| Premium: | 0.21 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.01 |
| Spread %: | 3.57% |
| Delta: | 0.35 |
| Theta: | -0.02 |
| Omega: | 6.80 |
| Rho: | 0.08 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2500 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.71% | ||
|---|---|---|---|
| 1 Month | +56.25% | ||
| 3 Months | -39.02% | ||
| YTD | -3.85% | ||
| 1 Year | -34.21% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2800 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.2800 | 0.1300 |
| 6M High / 6M Low: | 0.4400 | 0.0930 |
| High (YTD): | 2024-04-24 | 0.4400 |
| Low (YTD): | 2024-06-14 | 0.0930 |
| 52W High: | 2024-04-24 | 0.4400 |
| 52W Low: | 2024-06-14 | 0.0930 |
| Avg. price 1W: | 0.2760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2039 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2467 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2541 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 163.81% | |
| Volatility 6M: | 155.19% | |
| Volatility 1Y: | 143.21% | |
| Volatility 3Y: | - |
