UC WAR. CALL 12/24 TF7A/ DE000HC6UVG6 /
05/07/2024 21:42:07 | Chg.-0.0100 | Bid21:55:43 | Ask21:55:43 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1100EUR | -8.33% | 0.1000 Bid Size: 70,000 |
0.1100 Ask Size: 70,000 |
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: | 46.98 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.33 |
Historic volatility: | 0.20 |
Parity: | -1.33 |
Time value: | 0.11 |
Break-even: | 66.10 |
Moneyness: | 0.80 |
Premium: | 0.28 |
Premium p.a.: | 0.72 |
Spread abs.: | 0.01 |
Spread %: | 10.00% |
Delta: | 0.19 |
Theta: | -0.01 |
Omega: | 9.11 |
Rho: | 0.04 |
Quote data
Open: | 0.1200 |
---|---|
High: | 0.1200 |
Low: | 0.1100 |
Previous Close: | 0.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.38% | ||
---|---|---|---|
1 Month | -15.38% | ||
3 Months | -65.63% | ||
YTD | -54.17% | ||
1 Year | -64.52% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1100 |
---|---|---|
1M High / 1M Low: | 0.1500 | 0.0820 |
6M High / 6M Low: | 0.4000 | 0.0820 |
High (YTD): | 03/05/2024 | 0.4000 |
Low (YTD): | 14/06/2024 | 0.0820 |
52W High: | 04/08/2023 | 0.4200 |
52W Low: | 14/06/2024 | 0.0820 |
Avg. price 1W: | 0.1260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1199 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.2331 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2429 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 201.16% | |
Volatility 6M: | 152.59% | |
Volatility 1Y: | 142.42% | |
Volatility 3Y: | - |