UC WAR. CALL 01/25 TF7A/ DE000HC8V0J3 /
| 10/18/2024 9:41:27 PM | Chg.-0.0300 | Bid9:44:56 PM | Ask9:44:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | -4.92% | 0.5900 Bid Size: 40,000 |
0.6000 Ask Size: 40,000 |
Tyson Foods | 55.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC8V0J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 8/21/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.25 |
|---|---|
| Intrinsic value: | 0.02 |
| Implied volatility: | 0.52 |
| Historic volatility: | 0.20 |
| Parity: | 0.02 |
| Time value: | 0.57 |
| Break-even: | 60.90 |
| Moneyness: | 1.00 |
| Premium: | 0.10 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.01 |
| Spread %: | 1.72% |
| Delta: | 0.57 |
| Theta: | -0.03 |
| Omega: | 5.32 |
| Rho: | 0.06 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5600 |
| Previous Close: | 0.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.54% | ||
|---|---|---|---|
| 1 Month | -23.68% | ||
| 3 Months | -20.55% | ||
| YTD | +3.57% | ||
| 1 Year | +48.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6600 | 0.5200 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.4700 |
| 6M High / 6M Low: | 1.1100 | 0.3700 |
| High (YTD): | 9/6/2024 | 1.1100 |
| Low (YTD): | 6/14/2024 | 0.3700 |
| 52W High: | 9/6/2024 | 1.1100 |
| 52W Low: | 11/13/2023 | 0.3000 |
| Avg. price 1W: | 0.5920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5686 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6899 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6120 | |
| Avg. volume 1Y: | 31.2500 | |
| Volatility 1M: | 161.54% | |
| Volatility 6M: | 124.91% | |
| Volatility 1Y: | 115.16% | |
| Volatility 3Y: | - |
