UC WAR. CALL 12/24 TF7A/ DE000HC49N07 /
| 2024-07-12 9:42:16 PM | Chg.+0.0020 | Bid9:55:47 PM | Ask9:55:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0620EUR | +3.33% | 0.0570 Bid Size: 70,000 |
0.0620 Ask Size: 70,000 |
Tyson Foods | 70.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC49N0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 84.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.20 |
| Parity: | -1.77 |
| Time value: | 0.06 |
| Break-even: | 70.62 |
| Moneyness: | 0.75 |
| Premium: | 0.35 |
| Premium p.a.: | 0.99 |
| Spread abs.: | 0.01 |
| Spread %: | 8.77% |
| Delta: | 0.12 |
| Theta: | -0.01 |
| Omega: | 10.26 |
| Rho: | 0.02 |
Quote data
| Open: | 0.0600 |
|---|---|
| High: | 0.0670 |
| Low: | 0.0600 |
| Previous Close: | 0.0600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.53% | ||
|---|---|---|---|
| 1 Month | +34.78% | ||
| 3 Months | -63.53% | ||
| YTD | -61.25% | ||
| 1 Year | -70.48% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0600 | 0.0480 |
|---|---|---|
| 1M High / 1M Low: | 0.0730 | 0.0370 |
| 6M High / 6M Low: | 0.2500 | 0.0370 |
| High (YTD): | 2024-05-03 | 0.2500 |
| Low (YTD): | 2024-06-14 | 0.0370 |
| 52W High: | 2023-08-04 | 0.3000 |
| 52W Low: | 2024-06-14 | 0.0370 |
| Avg. price 1W: | 0.0526 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0553 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1353 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1541 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 211.13% | |
| Volatility 6M: | 172.41% | |
| Volatility 1Y: | 160.56% | |
| Volatility 3Y: | - |
