UniCredit Call 65 TSN 18.12.2024
/ DE000HC6UVG6
UniCredit Call 65 TSN 18.12.2024/ DE000HC6UVG6 /
9/3/2024 8:43:25 AM |
Chg.-0.010 |
Bid9:30:06 AM |
Ask9:30:06 AM |
Underlying |
Strike price |
Expiration date |
Option type |
0.280EUR |
-3.45% |
0.280 Bid Size: 15,000 |
0.300 Ask Size: 15,000 |
Tyson Foods |
65.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HC6UVG |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
65.00 - |
Maturity: |
12/18/2024 |
Issue date: |
5/19/2023 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
18.78 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.06 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.43 |
Historic volatility: |
0.19 |
Parity: |
-0.68 |
Time value: |
0.31 |
Break-even: |
68.10 |
Moneyness: |
0.90 |
Premium: |
0.17 |
Premium p.a.: |
0.71 |
Spread abs.: |
0.01 |
Spread %: |
3.33% |
Delta: |
0.38 |
Theta: |
-0.03 |
Omega: |
7.07 |
Rho: |
0.06 |
Quote data
Open: |
0.280 |
High: |
0.280 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+7.69% |
1 Month |
|
|
+12.00% |
3 Months |
|
|
+86.67% |
YTD |
|
|
+21.74% |
1 Year |
|
|
-6.67% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.310 |
0.260 |
1M High / 1M Low: |
0.310 |
0.170 |
6M High / 6M Low: |
0.390 |
0.075 |
High (YTD): |
4/24/2024 |
0.390 |
Low (YTD): |
6/14/2024 |
0.075 |
52W High: |
4/24/2024 |
0.390 |
52W Low: |
6/14/2024 |
0.075 |
Avg. price 1W: |
|
0.288 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.236 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.224 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.217 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
166.54% |
Volatility 6M: |
|
186.90% |
Volatility 1Y: |
|
166.56% |
Volatility 3Y: |
|
- |