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UniCredit Call 50 TSN 18.12.2024/  DE000HC6UVF8  /

Frankfurt Zert./HVB
2024-06-27  12:47:51 PM Chg.-0.010 Bid1:35:04 PM Ask1:35:04 PM Underlying Strike price Expiration date Option type
0.810EUR -1.22% 0.810
Bid Size: 20,000		 0.820
Ask Size: 20,000		 Tyson Foods 50.00 - 2024-12-18 Call
 

Master data

WKN: HC6UVF
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 2024-12-18
Issue date: 2023-05-19
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.34
Leverage: Yes

Calculated values

Fair value: 0.54
Intrinsic value: 0.33
Implied volatility: 0.43
Historic volatility: 0.20
Parity: 0.33
Time value: 0.51
Break-even: 58.40
Moneyness: 1.07
Premium: 0.10
Premium p.a.: 0.21
Spread abs.: 0.01
Spread %: 1.20%
Delta: 0.66
Theta: -0.02
Omega: 4.20
Rho: 0.13
 

Quote data

Open: 0.810
High: 0.810
Low: 0.810
Previous Close: 0.820
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+3.85%
1 Month
  -20.59%
3 Months
  -22.12%
YTD  
+5.19%
1 Year  
+10.96%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.750
1M High / 1M Low: 1.020 0.600
6M High / 6M Low: 1.270 0.600
High (YTD): 2024-04-24 1.270
Low (YTD): 2024-06-14 0.600
52W High: 2024-04-24 1.270
52W Low: 2023-11-13 0.390
Avg. price 1W:   0.812
Avg. volume 1W:   0.000
Avg. price 1M:   0.781
Avg. volume 1M:   0.000
Avg. price 6M:   0.890
Avg. volume 6M:   0.000
Avg. price 1Y:   0.801
Avg. volume 1Y:   0.000
Volatility 1M:   128.36%
Volatility 6M:   102.55%
Volatility 1Y:   103.13%
Volatility 3Y:   -