UC WAR. CALL 12/24 TF7A/ DE000HC6UVF8 /
| 2024-07-12 9:41:16 PM | Chg.+0.0400 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +5.06% | 0.8200 Bid Size: 30,000 |
0.8300 Ask Size: 30,000 |
Tyson Foods | 50.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6UVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.20 |
| Parity: | 0.23 |
| Time value: | 0.57 |
| Break-even: | 58.00 |
| Moneyness: | 1.05 |
| Premium: | 0.11 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.01 |
| Spread %: | 1.27% |
| Delta: | 0.64 |
| Theta: | -0.02 |
| Omega: | 4.17 |
| Rho: | 0.11 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7900 |
| Previous Close: | 0.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.16% | ||
|---|---|---|---|
| 1 Month | +23.88% | ||
| 3 Months | -17.00% | ||
| YTD | +7.79% | ||
| 1 Year | +3.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.7400 |
|---|---|---|
| 1M High / 1M Low: | 0.8900 | 0.6100 |
| 6M High / 6M Low: | 1.2800 | 0.6100 |
| High (YTD): | 2024-05-03 | 1.2800 |
| Low (YTD): | 2024-06-13 | 0.6100 |
| 52W High: | 2024-05-03 | 1.2800 |
| 52W Low: | 2023-11-13 | 0.4200 |
| Avg. price 1W: | 0.7600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7632 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8939 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8084 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 114.79% | |
| Volatility 6M: | 92.29% | |
| Volatility 1Y: | 92.98% | |
| Volatility 3Y: | - |
