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UniCredit Call 70 TSN 15.01.2025/  DE000HC49N56  /

Frankfurt Zert./HVB
02/08/2024  18:11:34 Chg.-0.010 Bid18:36:31 Ask18:36:31 Underlying Strike price Expiration date Option type
0.140EUR -6.67% 0.150
Bid Size: 30,000		 0.190
Ask Size: 30,000		 Tyson Foods 70.00 - 15/01/2025 Call
 

Master data

WKN: HC49N5
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 70.00 -
Maturity: 15/01/2025
Issue date: 20/02/2023
Last trading day: 14/01/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 35.21
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.20
Parity: -1.37
Time value: 0.16
Break-even: 71.60
Moneyness: 0.80
Premium: 0.27
Premium p.a.: 0.69
Spread abs.: 0.01
Spread %: 6.67%
Delta: 0.23
Theta: -0.01
Omega: 8.14
Rho: 0.05
 

Quote data

Open: 0.020
High: 0.160
Low: 0.020
Previous Close: 0.150
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month  
+91.78%
3 Months
  -46.15%
YTD
  -17.65%
1 Year
  -48.15%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.150 0.150
1M High / 1M Low: 0.150 0.057
6M High / 6M Low: 0.280 0.042
High (YTD): 24/04/2024 0.280
Low (YTD): 13/06/2024 0.042
52W High: 04/08/2023 0.320
52W Low: 13/06/2024 0.042
Avg. price 1W:   0.150
Avg. volume 1W:   0.000
Avg. price 1M:   0.102
Avg. volume 1M:   0.000
Avg. price 6M:   0.142
Avg. volume 6M:   0.000
Avg. price 1Y:   0.159
Avg. volume 1Y:   10.859
Volatility 1M:   243.07%
Volatility 6M:   215.62%
Volatility 1Y:   193.93%
Volatility 3Y:   -