UniCredit Call 80 TSN 15.01.2025
/ DE000HC49N64
UniCredit Call 80 TSN 15.01.2025/ DE000HC49N64 /
9/6/2024 7:32:43 PM |
Chg.+0.007 |
Bid9:55:11 PM |
Ask9:55:11 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.048EUR |
+17.07% |
0.030 Bid Size: 60,000 |
0.068 Ask Size: 60,000 |
Tyson Foods |
80.00 - |
1/15/2025 |
Call |
Master data
WKN: |
HC49N6 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
80.00 - |
Maturity: |
1/15/2025 |
Issue date: |
2/20/2023 |
Last trading day: |
1/14/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
87.38 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.37 |
Historic volatility: |
0.19 |
Parity: |
-2.06 |
Time value: |
0.07 |
Break-even: |
80.68 |
Moneyness: |
0.74 |
Premium: |
0.36 |
Premium p.a.: |
1.36 |
Spread abs.: |
0.04 |
Spread %: |
126.67% |
Delta: |
0.12 |
Theta: |
-0.01 |
Omega: |
10.21 |
Rho: |
0.02 |
Quote data
Open: |
0.024 |
High: |
0.049 |
Low: |
0.024 |
Previous Close: |
0.041 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+65.52% |
1 Month |
|
|
+50.00% |
3 Months |
|
|
+166.67% |
YTD |
|
|
-35.14% |
1 Year |
|
|
-47.83% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.048 |
0.014 |
1M High / 1M Low: |
0.048 |
0.014 |
6M High / 6M Low: |
0.110 |
0.001 |
High (YTD): |
2/5/2024 |
0.120 |
Low (YTD): |
6/19/2024 |
0.001 |
52W High: |
2/5/2024 |
0.120 |
52W Low: |
6/19/2024 |
0.001 |
Avg. price 1W: |
|
0.035 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.028 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.043 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.055 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
567.56% |
Volatility 6M: |
|
2,150.93% |
Volatility 1Y: |
|
1,528.46% |
Volatility 3Y: |
|
- |