UC WAR. CALL 12/24 TF7A/ DE000HC6UVF8 /
| 09/08/2024 21:41:54 | Chg.0.0000 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1600EUR | 0.00% | 1.1500 Bid Size: 25,000 |
1.1600 Ask Size: 25,000 |
Tyson Foods | 50.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC6UVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 19/05/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.87 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.60 |
| Historic volatility: | 0.20 |
| Parity: | 0.65 |
| Time value: | 0.51 |
| Break-even: | 61.60 |
| Moneyness: | 1.13 |
| Premium: | 0.09 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 0.87% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 3.47 |
| Rho: | 0.10 |
Quote data
| Open: | 1.1600 |
|---|---|
| High: | 1.1800 |
| Low: | 1.1400 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.57% | ||
|---|---|---|---|
| 1 Month | +56.76% | ||
| 3 Months | +8.41% | ||
| YTD | +50.65% | ||
| 1 Year | +31.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2700 | 1.1400 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 0.7400 |
| 6M High / 6M Low: | 1.2800 | 0.6100 |
| High (YTD): | 03/05/2024 | 1.2800 |
| Low (YTD): | 13/06/2024 | 0.6100 |
| 52W High: | 03/05/2024 | 1.2800 |
| 52W Low: | 13/11/2023 | 0.4200 |
| Avg. price 1W: | 1.1860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0457 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9350 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8223 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 88.96% | |
| Volatility 6M: | 89.18% | |
| Volatility 1Y: | 93.14% | |
| Volatility 3Y: | - |
