UC WAR. CALL 06/24 TF7A/ DE000HC49MU6 /
| 2024-05-03 9:40:03 PM | Chg.+0.0300 | Bid9:57:49 PM | Ask9:57:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3300EUR | +10.00% | 0.3400 Bid Size: 35,000 |
0.3500 Ask Size: 35,000 |
Tyson Foods | 60.00 USD | 2024-06-19 | Call |
Master data
| WKN: | HC49MU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.19 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.25 |
| Parity: | 0.19 |
| Time value: | 0.16 |
| Break-even: | 59.25 |
| Moneyness: | 1.03 |
| Premium: | 0.03 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 2.94% |
| Delta: | 0.67 |
| Theta: | -0.03 |
| Omega: | 10.96 |
| Rho: | 0.04 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3300 |
| Low: | 0.2900 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.00% | ||
|---|---|---|---|
| 1 Month | +37.50% | ||
| 3 Months | +17.86% | ||
| YTD | +57.14% | ||
| 1 Year | -55.41% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2800 |
|---|---|---|
| 1M High / 1M Low: | 0.3400 | 0.1900 |
| 6M High / 6M Low: | 0.3400 | 0.0690 |
| High (YTD): | 2024-04-24 | 0.3400 |
| Low (YTD): | 2024-02-14 | 0.0860 |
| 52W High: | 2023-05-05 | 0.7400 |
| 52W Low: | 2023-11-13 | 0.0690 |
| Avg. price 1W: | 0.3000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2585 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1743 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2234 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 172.79% | |
| Volatility 6M: | 205.47% | |
| Volatility 1Y: | 182.90% | |
| Volatility 3Y: | - |
