UniCredit Call 50 TSN 15.01.2025
/ DE000HC6UVH4
UniCredit Call 50 TSN 15.01.2025/ DE000HC6UVH4 /
| 26/07/2024 20:11:31 |
Chg.+0.06 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.12EUR |
+5.66% |
-
Bid Size: - |
-
Ask Size: - |
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: |
4.89 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.77 |
| Intrinsic value: |
0.62 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.20 |
| Parity: |
0.62 |
| Time value: |
0.53 |
| Break-even: |
61.50 |
| Moneyness: |
1.12 |
| Premium: |
0.09 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.88% |
| Delta: |
0.71 |
| Theta: |
-0.02 |
| Omega: |
3.47 |
| Rho: |
0.13 |
Quote data
| Open: |
1.08 |
| High: |
1.12 |
| Low: |
1.08 |
| Previous Close: |
1.06 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+10.89% |
| 1 Month |
|
|
+34.94% |
| 3 Months |
|
|
-9.68% |
| YTD |
|
|
+41.77% |
| 1 Year |
|
|
+6.67% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.12 |
0.97 |
| 1M High / 1M Low: |
1.12 |
0.74 |
| 6M High / 6M Low: |
1.27 |
0.62 |
| High (YTD): |
24/04/2024 |
1.27 |
| Low (YTD): |
13/06/2024 |
0.62 |
| 52W High: |
24/04/2024 |
1.27 |
| 52W Low: |
13/11/2023 |
0.44 |
| Avg. price 1W: |
|
1.03 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
0.90 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
0.83 |
| Avg. volume 1Y: |
|
0.00 |
| Volatility 1M: |
|
96.98% |
| Volatility 6M: |
|
95.57% |
| Volatility 1Y: |
|
94.40% |
| Volatility 3Y: |
|
- |
