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UniCredit Call 50 TSN 18.12.2024/  DE000HC6UVF8  /

Frankfurt Zert./HVB
2024-07-26  7:32:43 PM Chg.+0.040 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
1.110EUR +3.74% 1.130
Bid Size: 25,000		 1.140
Ask Size: 25,000		 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: 4.93
Leverage: Yes

Calculated values

Fair value: 0.74
Intrinsic value: 0.62
Implied volatility: 0.57
Historic volatility: 0.20
Parity: 0.62
Time value: 0.52
Break-even: 61.40
Moneyness: 1.12
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.01
Spread %: 0.89%
Delta: 0.71
Theta: -0.03
Omega: 3.49
Rho: 0.11
 

Quote data

Open: 1.070
High: 1.120
Low: 1.060
Previous Close: 1.070
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+13.27%
1 Month  
+37.04%
3 Months
  -9.02%
YTD  
+44.16%
1 Year  
+9.90%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.110 0.970
1M High / 1M Low: 1.110 0.720
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:   1.032
Avg. volume 1W:   0.000
Avg. price 1M:   0.890
Avg. volume 1M:   0.000
Avg. price 6M:   0.905
Avg. volume 6M:   0.000
Avg. price 1Y:   0.807
Avg. volume 1Y:   0.000
Volatility 1M:   102.31%
Volatility 6M:   101.85%
Volatility 1Y:   104.99%
Volatility 3Y:   -