UniCredit Put 50 TSN 18.12.2024/  DE000HC49N31  /

Frankfurt Zert./HVB
2024-07-26  7:34:49 PM Chg.-0.001 Bid9:59:35 PM Ask9:59:35 PM Underlying Strike price Expiration date Option type
0.079EUR -1.25% 0.078
Bid Size: 60,000
0.083
Ask Size: 60,000
Tyson Foods 50.00 - 2024-12-18 Put
 

Master data

WKN: HC49N3
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Put
Strike price: 50.00 -
Maturity: 2024-12-18
Issue date: 2023-02-20
Last trading day: 2024-12-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: -67.71
Leverage: Yes

Calculated values

Fair value: 0.05
Intrinsic value: 0.00
Implied volatility: 0.24
Historic volatility: 0.20
Parity: -0.62
Time value: 0.08
Break-even: 49.17
Moneyness: 0.89
Premium: 0.13
Premium p.a.: 0.35
Spread abs.: 0.01
Spread %: 6.41%
Delta: -0.17
Theta: -0.01
Omega: -11.60
Rho: -0.04
 

Quote data

Open: 0.065
High: 0.079
Low: 0.065
Previous Close: 0.080
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -1.25%
1 Month
  -34.17%
3 Months
  -47.33%
YTD
  -78.06%
1 Year
  -78.65%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.087 0.079
1M High / 1M Low: 0.130 0.074
6M High / 6M Low: 0.420 0.074
High (YTD): 2024-02-13 0.420
Low (YTD): 2024-07-17 0.074
52W High: 2023-10-25 0.800
52W Low: 2024-07-17 0.074
Avg. price 1W:   0.083
Avg. volume 1W:   0.000
Avg. price 1M:   0.103
Avg. volume 1M:   0.000
Avg. price 6M:   0.189
Avg. volume 6M:   0.000
Avg. price 1Y:   0.351
Avg. volume 1Y:   0.000
Volatility 1M:   150.96%
Volatility 6M:   135.56%
Volatility 1Y:   115.85%
Volatility 3Y:   -