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UniCredit Call 50 TSN 15.01.2025/  DE000HC6UVH4  /

Frankfurt Zert./HVB
16/07/2024  19:36:26 Chg.+0.090 Bid21:59:21 Ask21:59:21 Underlying Strike price Expiration date Option type
0.950EUR +10.47% 0.970
Bid Size: 30,000		 0.980
Ask Size: 30,000		 Tyson Foods 50.00 - 15/01/2025 Call
 

Master data

WKN: HC6UVH
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 15/01/2025
Issue date: 19/05/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.13
Leverage: Yes

Calculated values

Fair value: 0.50
Intrinsic value: 0.27
Implied volatility: 0.46
Historic volatility: 0.20
Parity: 0.27
Time value: 0.59
Break-even: 58.60
Moneyness: 1.05
Premium: 0.11
Premium p.a.: 0.23
Spread abs.: 0.01
Spread %: 1.18%
Delta: 0.65
Theta: -0.02
Omega: 3.98
Rho: 0.13
 

Quote data

Open: 0.830
High: 0.950
Low: 0.830
Previous Close: 0.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+21.79%
1 Month  
+53.23%
3 Months
  -7.77%
YTD  
+20.25%
1 Year  
+15.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.860 0.740
1M High / 1M Low: 0.890 0.710
6M High / 6M Low: 1.290 0.620
High (YTD): 24/04/2024 1.290
Low (YTD): 14/06/2024 0.620
52W High: 24/04/2024 1.290
52W Low: 13/11/2023 0.410
Avg. price 1W:   0.808
Avg. volume 1W:   0.000
Avg. price 1M:   0.801
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   0.821
Avg. volume 1Y:   0.000
Volatility 1M:   95.06%
Volatility 6M:   96.93%
Volatility 1Y:   99.87%
Volatility 3Y:   -