UniCredit Call 55 TSN 18.12.2024
/ DE000HC8N7X9
UniCredit Call 55 TSN 18.12.2024/ DE000HC8N7X9 /
| 2024-07-26 7:41:10 PM |
Chg.+0.050 |
Bid9:51:35 PM |
Ask9:51:35 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.750EUR |
+7.14% |
0.750
Bid Size: 30,000 |
0.760
Ask Size: 30,000 |
Tyson Foods |
55.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC8N7X |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-08-14 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.30 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.39 |
| Intrinsic value: |
0.12 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.20 |
| Parity: |
0.12 |
| Time value: |
0.65 |
| Break-even: |
62.70 |
| Moneyness: |
1.02 |
| Premium: |
0.12 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.01 |
| Spread %: |
1.32% |
| Delta: |
0.61 |
| Theta: |
-0.03 |
| Omega: |
4.43 |
| Rho: |
0.10 |
Quote data
| Open: |
0.700 |
| High: |
0.750 |
| Low: |
0.690 |
| Previous Close: |
0.700 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+19.05% |
| 1 Month |
|
|
+56.25% |
| 3 Months |
|
|
-14.77% |
| YTD |
|
|
+41.51% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.750 |
0.620 |
| 1M High / 1M Low: |
0.750 |
0.410 |
| 6M High / 6M Low: |
0.920 |
0.340 |
| High (YTD): |
2024-04-24 |
0.920 |
| Low (YTD): |
2024-06-14 |
0.340 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.672 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.553 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.599 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
146.49% |
| Volatility 6M: |
|
130.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
