UC WAR. CALL 12/24 TF7A/ DE000HC8N7X9 /
| 2024-07-26 9:41:27 PM | Chg.+0.0500 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7600EUR | +7.04% | 0.7600 Bid Size: 30,000 |
0.7700 Ask Size: 30,000 |
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: | 7.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.12 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.20 |
| Parity: | 0.12 |
| Time value: | 0.65 |
| Break-even: | 62.70 |
| Moneyness: | 1.02 |
| Premium: | 0.12 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.01 |
| Spread %: | 1.32% |
| Delta: | 0.61 |
| Theta: | -0.03 |
| Omega: | 4.43 |
| Rho: | 0.10 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7600 |
| Low: | 0.7000 |
| Previous Close: | 0.7100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.92% | ||
|---|---|---|---|
| 1 Month | +52.00% | ||
| 3 Months | -13.64% | ||
| YTD | +40.74% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.4300 |
| 6M High / 6M Low: | 0.9200 | 0.3400 |
| High (YTD): | 2024-05-03 | 0.9200 |
| Low (YTD): | 2024-06-13 | 0.3400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5614 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6067 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.42% | |
| Volatility 6M: | 117.63% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
