UniCredit Put 50 TSN 18.12.2024
/ DE000HC49N31
UniCredit Put 50 TSN 18.12.2024/ DE000HC49N31 /
2024-09-03 9:11:30 AM |
Chg.+0.006 |
Bid12:00:17 PM |
Ask12:00:17 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.021EUR |
+40.00% |
0.025 Bid Size: 35,000 |
0.044 Ask Size: 35,000 |
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: |
-111.75 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.27 |
Historic volatility: |
0.19 |
Parity: |
-0.81 |
Time value: |
0.05 |
Break-even: |
49.48 |
Moneyness: |
0.86 |
Premium: |
0.15 |
Premium p.a.: |
0.61 |
Spread abs.: |
0.04 |
Spread %: |
246.67% |
Delta: |
-0.12 |
Theta: |
-0.01 |
Omega: |
-13.23 |
Rho: |
-0.02 |
Quote data
Open: |
0.021 |
High: |
0.021 |
Low: |
0.021 |
Previous Close: |
0.015 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-48.78% |
1 Month |
|
|
-73.75% |
3 Months |
|
|
-83.85% |
YTD |
|
|
-94.17% |
1 Year |
|
|
-95.33% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.041 |
0.015 |
1M High / 1M Low: |
0.067 |
0.010 |
6M High / 6M Low: |
0.320 |
0.010 |
High (YTD): |
2024-02-13 |
0.420 |
Low (YTD): |
2024-08-05 |
0.010 |
52W High: |
2023-10-25 |
0.800 |
52W Low: |
2024-08-05 |
0.010 |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.046 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.133 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.314 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
2,013.24% |
Volatility 6M: |
|
1,374.96% |
Volatility 1Y: |
|
974.35% |
Volatility 3Y: |
|
- |