UC WAR. CALL 12/24 TF7A/ DE000HC6UVG6 /
04/09/2024 19:42:29 | Chg.+0.0500 | Bid20:04:21 | Ask20:04:21 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3700EUR | +15.63% | 0.3700 Bid Size: 40,000 |
0.3800 Ask Size: 40,000 |
Tyson Foods | 65.00 - | 18/12/2024 | Call |
Master data
WKN: | HC6UVG |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Tyson Foods |
Type: | Warrant |
Option type: | Call |
Strike price: | 65.00 - |
Maturity: | 18/12/2024 |
Issue date: | 19/05/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 17.78 |
Leverage: | Yes |
Calculated values
Fair value: | 0.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.19 |
Parity: | -0.63 |
Time value: | 0.33 |
Break-even: | 68.30 |
Moneyness: | 0.90 |
Premium: | 0.16 |
Premium p.a.: | 0.70 |
Spread abs.: | 0.01 |
Spread %: | 3.13% |
Delta: | 0.39 |
Theta: | -0.03 |
Omega: | 6.93 |
Rho: | 0.06 |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3700 |
Low: | 0.3000 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.63% | ||
---|---|---|---|
1 Month | +42.31% | ||
3 Months | +146.67% | ||
YTD | +54.17% | ||
1 Year | +23.33% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3200 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.3200 | 0.1800 |
6M High / 6M Low: | 0.4000 | 0.0820 |
High (YTD): | 03/05/2024 | 0.4000 |
Low (YTD): | 14/06/2024 | 0.0820 |
52W High: | 03/05/2024 | 0.4000 |
52W Low: | 14/06/2024 | 0.0820 |
Avg. price 1W: | 0.3040 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2455 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2303 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2231 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 187.23% | |
Volatility 6M: | 171.79% | |
Volatility 1Y: | 155.46% | |
Volatility 3Y: | - |