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UniCredit Call 50 TSN 15.01.2025/  DE000HC6UVH4  /

Frankfurt Zert./HVB
8/15/2024  7:26:35 PM Chg.0.000 Bid7:53:37 PM Ask7:53:37 PM Underlying Strike price Expiration date Option type
1.160EUR 0.00% 1.150
Bid Size: 25,000		 1.160
Ask Size: 25,000		 Tyson Foods 50.00 - 1/15/2025 Call
 

Master data

WKN: HC6UVH
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 1/15/2025
Issue date: 5/19/2023
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.77
Leverage: Yes

Calculated values

Fair value: 0.76
Intrinsic value: 0.63
Implied volatility: 0.57
Historic volatility: 0.19
Parity: 0.63
Time value: 0.55
Break-even: 61.80
Moneyness: 1.13
Premium: 0.10
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.85%
Delta: 0.71
Theta: -0.03
Omega: 3.38
Rho: 0.12
 

Quote data

Open: 1.170
High: 1.190
Low: 1.160
Previous Close: 1.160
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -0.85%
1 Month  
+34.88%
3 Months  
+2.65%
YTD  
+46.84%
1 Year  
+28.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.170 1.070
1M High / 1M Low: 1.210 0.860
6M High / 6M Low: 1.290 0.620
High (YTD): 4/24/2024 1.290
Low (YTD): 6/14/2024 0.620
52W High: 4/24/2024 1.290
52W Low: 11/13/2023 0.410
Avg. price 1W:   1.128
Avg. volume 1W:   0.000
Avg. price 1M:   1.080
Avg. volume 1M:   0.000
Avg. price 6M:   0.953
Avg. volume 6M:   0.000
Avg. price 1Y:   0.835
Avg. volume 1Y:   0.000
Volatility 1M:   132.93%
Volatility 6M:   99.82%
Volatility 1Y:   102.11%
Volatility 3Y:   -