UniCredit Put 50 TSN 15.01.2025/  DE000HC49N80  /

EUWAX
2024-07-26  8:19:16 PM Chg.-0.012 Bid10:00:41 PM Ask10:00:41 PM Underlying Strike price Expiration date Option type
0.088EUR -12.00% -
Bid Size: -
-
Ask Size: -
Tyson Foods 50.00 - 2025-01-15 Put
 

Master data

WKN: HC49N8
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2025-01-15
Issue date: 2023-02-20
Last trading day: 2025-01-14
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -61.76
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.23
Historic volatility: 0.20
Parity: -0.62
Time value: 0.09
Break-even: 49.09
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.29
Spread abs.: 0.01
Spread %: 5.81%
Delta: -0.18
Theta: -0.01
Omega: -10.91
Rho: -0.05
 

Quote data

Open: 0.090
High: 0.090
Low: 0.086
Previous Close: 0.100
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+10.00%
1 Month
  -32.31%
3 Months
  -45.00%
YTD
  -76.84%
1 Year
  -76.84%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.100 0.088
1M High / 1M Low: 0.150 0.080
6M High / 6M Low: 0.440 0.080
High (YTD): 2024-02-13 0.440
Low (YTD): 2024-07-19 0.080
52W High: 2023-10-25 0.810
52W Low: 2024-07-19 0.080
Avg. price 1W:   0.096
Avg. volume 1W:   0.000
Avg. price 1M:   0.114
Avg. volume 1M:   0.000
Avg. price 6M:   0.203
Avg. volume 6M:   0.000
Avg. price 1Y:   0.366
Avg. volume 1Y:   0.000
Volatility 1M:   184.13%
Volatility 6M:   144.66%
Volatility 1Y:   117.23%
Volatility 3Y:   -