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UniCredit Call 50 TSN 18.12.2024/  DE000HC6UVF8  /

Frankfurt Zert./HVB
6/28/2024  7:32:40 PM Chg.+0.020 Bid9:59:27 PM Ask9:59:27 PM Underlying Strike price Expiration date Option type
0.810EUR +2.53% 0.840
Bid Size: 30,000		 0.850
Ask Size: 30,000		 Tyson Foods 50.00 - 12/18/2024 Call
 

Master data

WKN: HC6UVF
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 50.00 -
Maturity: 12/18/2024
Issue date: 5/19/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.35
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: 4.22
Rho: 0.13
 

Quote data

Open: 0.780
High: 0.810
Low: 0.770
Previous Close: 0.790
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+8.00%
1 Month
  -5.81%
3 Months
  -24.30%
YTD  
+5.19%
1 Year  
+6.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.870 0.790
1M High / 1M Low: 0.890 0.600
6M High / 6M Low: 1.270 0.600
High (YTD): 4/24/2024 1.270
Low (YTD): 6/14/2024 0.600
52W High: 4/24/2024 1.270
52W Low: 11/13/2023 0.390
Avg. price 1W:   0.826
Avg. volume 1W:   0.000
Avg. price 1M:   0.763
Avg. volume 1M:   0.000
Avg. price 6M:   0.892
Avg. volume 6M:   0.000
Avg. price 1Y:   0.802
Avg. volume 1Y:   0.000
Volatility 1M:   125.30%
Volatility 6M:   99.28%
Volatility 1Y:   102.88%
Volatility 3Y:   -