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UniCredit Call 50 TSN 15.01.2025/  DE000HC6UVH4  /

Frankfurt Zert./HVB
2024-06-28  6:15:41 PM Chg.-0.030 Bid6:47:55 PM Ask6:47:55 PM Underlying Strike price Expiration date Option type
0.780EUR -3.70% 0.830
Bid Size: 30,000		 0.840
Ask Size: 30,000		 Tyson Foods 50.00 - 2025-01-15 Call
 

Master data

WKN: HC6UVH
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2025-01-15
Issue date: 2023-05-19
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.51
Leverage: Yes

Calculated values

Fair value: 0.53
Intrinsic value: 0.27
Implied volatility: 0.40
Historic volatility: 0.20
Parity: 0.27
Time value: 0.54
Break-even: 58.10
Moneyness: 1.05
Premium: 0.10
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 1.25%
Delta: 0.65
Theta: -0.02
Omega: 4.25
Rho: 0.14
 

Quote data

Open: 0.790
High: 0.810
Low: 0.780
Previous Close: 0.810
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+1.30%
1 Month
  -14.29%
3 Months
  -27.78%
YTD
  -1.27%
1 Year  
+13.04%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.890 0.770
1M High / 1M Low: 0.910 0.620
6M High / 6M Low: 1.290 0.620
High (YTD): 2024-04-24 1.290
Low (YTD): 2024-06-14 0.620
52W High: 2024-04-24 1.290
52W Low: 2023-11-13 0.410
Avg. price 1W:   0.834
Avg. volume 1W:   0.000
Avg. price 1M:   0.789
Avg. volume 1M:   0.000
Avg. price 6M:   0.909
Avg. volume 6M:   0.000
Avg. price 1Y:   0.820
Avg. volume 1Y:   0.000
Volatility 1M:   110.98%
Volatility 6M:   98.27%
Volatility 1Y:   99.34%
Volatility 3Y:   -