UniCredit Call 70 TSN 15.01.2025
/ DE000HC49N56
UniCredit Call 70 TSN 15.01.2025/ DE000HC49N56 /
26/07/2024 20:19:16 |
Chg.+0.020 |
Bid22:00:41 |
Ask22:00:41 |
Underlying |
Strike price |
Expiration date |
Option type |
0.150EUR |
+15.38% |
- Bid Size: - |
- Ask Size: - |
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: |
35.13 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.35 |
Historic volatility: |
0.20 |
Parity: |
-1.38 |
Time value: |
0.16 |
Break-even: |
71.60 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
0.67 |
Spread abs.: |
0.01 |
Spread %: |
6.67% |
Delta: |
0.23 |
Theta: |
-0.01 |
Omega: |
8.11 |
Rho: |
0.05 |
Quote data
Open: |
0.130 |
High: |
0.150 |
Low: |
0.130 |
Previous Close: |
0.130 |
Turnover: |
0.000 |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
+50.00% |
1 Month |
|
|
+114.29% |
3 Months |
|
|
-42.31% |
YTD |
|
|
-11.76% |
1 Year |
|
|
-51.61% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.150 |
0.110 |
1M High / 1M Low: |
0.150 |
0.055 |
6M High / 6M Low: |
0.280 |
0.010 |
High (YTD): |
24/04/2024 |
0.280 |
Low (YTD): |
19/06/2024 |
0.010 |
52W High: |
04/08/2023 |
0.320 |
52W Low: |
19/06/2024 |
0.010 |
Avg. price 1W: |
|
0.124 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.089 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.143 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.160 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
251.47% |
Volatility 6M: |
|
865.57% |
Volatility 1Y: |
|
619.77% |
Volatility 3Y: |
|
- |