UC WAR. CALL 12/24 TF7A/ DE000HC49MZ5 /
| 2024-07-05 9:42:03 PM | Chg.-0.0200 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2300EUR | -8.00% | 0.2200 Bid Size: 70,000 |
0.2300 Ask Size: 70,000 |
Tyson Foods | 60.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC49MZ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 22.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.20 |
| Parity: | -0.83 |
| Time value: | 0.23 |
| Break-even: | 62.30 |
| Moneyness: | 0.86 |
| Premium: | 0.21 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.01 |
| Spread %: | 4.55% |
| Delta: | 0.33 |
| Theta: | -0.01 |
| Omega: | 7.34 |
| Rho: | 0.07 |
Quote data
| Open: | 0.2500 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2300 |
| Previous Close: | 0.2500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.81% | ||
|---|---|---|---|
| 1 Month | -14.81% | ||
| 3 Months | -54.90% | ||
| YTD | -36.11% | ||
| 1 Year | -48.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2900 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.1700 |
| 6M High / 6M Low: | 0.6300 | 0.1700 |
| High (YTD): | 2024-05-03 | 0.6300 |
| Low (YTD): | 2024-06-14 | 0.1700 |
| 52W High: | 2024-05-03 | 0.6300 |
| 52W Low: | 2024-06-14 | 0.1700 |
| Avg. price 1W: | 0.2580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2441 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3831 | |
| Avg. volume 6M: | 29.9921 | |
| Avg. price 1Y: | 0.3738 | |
| Avg. volume 1Y: | 93.9805 | |
| Volatility 1M: | 195.72% | |
| Volatility 6M: | 137.73% | |
| Volatility 1Y: | 129.15% | |
| Volatility 3Y: | - |
