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: | - |