UniCredit Call 50 TSN 15.01.2025/  DE000HC6UVH4  /

EUWAX
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:   -