UC WAR. CALL 01/25 TF7A/ DE000HC8V0J3 /
| 2024-09-17 9:40:46 PM | Chg.-0.0100 | Bid9:59:11 PM | Ask9:59:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | -1.30% | 0.7500 Bid Size: 30,000 |
0.7600 Ask Size: 30,000 |
Tyson Foods | 55.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC8V0J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-08-21 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.22 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.06 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.20 |
| Parity: | 0.06 |
| Time value: | 0.71 |
| Break-even: | 62.70 |
| Moneyness: | 1.01 |
| Premium: | 0.13 |
| Premium p.a.: | 0.44 |
| Spread abs.: | 0.02 |
| Spread %: | 2.67% |
| Delta: | 0.59 |
| Theta: | -0.03 |
| Omega: | 4.26 |
| Rho: | 0.08 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.8000 |
| Low: | 0.7400 |
| Previous Close: | 0.7700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -15.56% | ||
|---|---|---|---|
| 1 Month | -6.17% | ||
| 3 Months | +72.73% | ||
| YTD | +35.71% | ||
| 1 Year | +7.04% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9000 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 1.1100 | 0.7200 |
| 6M High / 6M Low: | 1.1100 | 0.3700 |
| High (YTD): | 2024-09-06 | 1.1100 |
| Low (YTD): | 2024-06-14 | 0.3700 |
| 52W High: | 2024-09-06 | 1.1100 |
| 52W Low: | 2023-11-13 | 0.3000 |
| Avg. price 1W: | 0.7800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9100 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7184 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6059 | |
| Avg. volume 1Y: | 31.3725 | |
| Volatility 1M: | 117.78% | |
| Volatility 6M: | 113.13% | |
| Volatility 1Y: | 110.04% | |
| Volatility 3Y: | - |
