UC WAR. PUT 12/24 TF7A/ DE000HC49N31 /
| 2024-07-05 9:42:26 PM | Chg.+0.0100 | Bid2024-07-05 | Ask2024-07-05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1300EUR | +8.33% | 0.1300 Bid Size: 70,000 |
0.1400 Ask Size: 70,000 |
Tyson Foods | 50.00 - | 2024-12-18 | Put |
Master data
| WKN: | HC49N3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -36.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.17 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.18 |
| Historic volatility: | 0.20 |
| Parity: | -0.17 |
| Time value: | 0.14 |
| Break-even: | 48.60 |
| Moneyness: | 0.97 |
| Premium: | 0.06 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.01 |
| Spread %: | 7.69% |
| Delta: | -0.32 |
| Theta: | -0.01 |
| Omega: | -11.82 |
| Rho: | -0.08 |
Quote data
| Open: | 0.1200 |
|---|---|
| High: | 0.1300 |
| Low: | 0.1200 |
| Previous Close: | 0.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -7.14% | ||
| 3 Months | -27.78% | ||
| YTD | -64.86% | ||
| 1 Year | -74.51% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1300 | 0.1200 |
|---|---|---|
| 1M High / 1M Low: | 0.1900 | 0.1200 |
| 6M High / 6M Low: | 0.4200 | 0.0980 |
| High (YTD): | 2024-02-13 | 0.4200 |
| Low (YTD): | 2024-05-21 | 0.0980 |
| 52W High: | 2023-10-27 | 0.8000 |
| 52W Low: | 2024-05-21 | 0.0980 |
| Avg. price 1W: | 0.1220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1418 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.2253 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3784 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 125.23% | |
| Volatility 6M: | 121.73% | |
| Volatility 1Y: | 103.08% | |
| Volatility 3Y: | - |
