UC WAR. PUT 01/25 TF7A/ DE000HC49N80 /
| 2024-08-30 9:41:57 PM | Chg.0.0000 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0400EUR | 0.00% | 0.0370 Bid Size: 60,000 |
0.0420 Ask Size: 60,000 |
Tyson Foods | 50.00 - | 2025-01-15 | Put |
Master data
| WKN: | HC49N8 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -138.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.02 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.19 |
| Parity: | -0.82 |
| Time value: | 0.04 |
| Break-even: | 49.58 |
| Moneyness: | 0.86 |
| Premium: | 0.15 |
| Premium p.a.: | 0.45 |
| Spread abs.: | 0.01 |
| Spread %: | 13.51% |
| Delta: | -0.10 |
| Theta: | 0.00 |
| Omega: | -14.28 |
| Rho: | -0.02 |
Quote data
| Open: | 0.0260 |
|---|---|
| High: | 0.0400 |
| Low: | 0.0260 |
| Previous Close: | 0.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.98% | ||
|---|---|---|---|
| 1 Month | -60.00% | ||
| 3 Months | -75.00% | ||
| YTD | -89.74% | ||
| 1 Year | -91.67% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0430 | 0.0400 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0400 |
| 6M High / 6M Low: | 0.3400 | 0.0400 |
| High (YTD): | 2024-02-13 | 0.4500 |
| Low (YTD): | 2024-08-30 | 0.0400 |
| 52W High: | 2023-10-27 | 0.8100 |
| 52W Low: | 2024-08-30 | 0.0400 |
| Avg. price 1W: | 0.0416 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0611 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1508 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3347 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 98.87% | |
| Volatility 6M: | 118.39% | |
| Volatility 1Y: | 103.09% | |
| Volatility 3Y: | - |
