UC WAR. CALL 12/24 TF7A/ DE000HC8N7X9 /
| 2024-09-02 9:41:20 PM | Chg.+0.0200 | Bid9:56:36 PM | Ask9:56:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9600EUR | +2.13% | 0.9600 Bid Size: 25,000 |
0.9800 Ask Size: 25,000 |
Tyson Foods | 55.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC8N7X |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-08-14 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.32 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.19 |
| Parity: | 0.32 |
| Time value: | 0.65 |
| Break-even: | 64.70 |
| Moneyness: | 1.06 |
| Premium: | 0.11 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 1.04% |
| Delta: | 0.64 |
| Theta: | -0.04 |
| Omega: | 3.86 |
| Rho: | 0.08 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 0.9600 |
| Low: | 0.9400 |
| Previous Close: | 0.9400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.67% | ||
|---|---|---|---|
| 1 Month | +26.32% | ||
| 3 Months | +71.43% | ||
| YTD | +77.78% | ||
| 1 Year | +57.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.0100 | 0.6700 |
| 6M High / 6M Low: | 1.0100 | 0.3400 |
| High (YTD): | 2024-08-28 | 1.0100 |
| Low (YTD): | 2024-06-13 | 0.3400 |
| 52W High: | 2024-08-28 | 1.0100 |
| 52W Low: | 2023-11-13 | 0.2800 |
| Avg. price 1W: | 0.9420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8186 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6646 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5699 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 117.59% | |
| Volatility 6M: | 113.54% | |
| Volatility 1Y: | 112.27% | |
| Volatility 3Y: | - |
