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UniCredit Call 60 TSN 18.12.2024/  DE000HC49MZ5  /

Frankfurt Zert./HVB
5/31/2024  7:30:05 PM Chg.+0.020 Bid9:59:44 PM Ask9:59:44 PM Underlying Strike price Expiration date Option type
0.330EUR +6.45% 0.330
Bid Size: 50,000		 0.340
Ask Size: 50,000		 Tyson Foods 60.00 - 12/18/2024 Call
 

Master data

WKN: HC49MZ
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 12/18/2024
Issue date: 2/20/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 15.52
Leverage: Yes

Calculated values

Fair value: 0.11
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.72
Time value: 0.34
Break-even: 63.40
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.40
Spread abs.: 0.01
Spread %: 3.03%
Delta: 0.39
Theta: -0.02
Omega: 6.11
Rho: 0.10
 

Quote data

Open: 0.290
High: 0.340
Low: 0.290
Previous Close: 0.310
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -23.26%
1 Month
  -45.00%
3 Months  
+10.00%
YTD
  -8.33%
1 Year
  -23.26%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.390 0.310
1M High / 1M Low: 0.600 0.310
6M High / 6M Low: 0.630 0.250
High (YTD): 4/24/2024 0.630
Low (YTD): 2/14/2024 0.250
52W High: 4/24/2024 0.630
52W Low: 11/13/2023 0.170
Avg. price 1W:   0.334
Avg. volume 1W:   0.000
Avg. price 1M:   0.436
Avg. volume 1M:   0.000
Avg. price 6M:   0.397
Avg. volume 6M:   0.000
Avg. price 1Y:   0.381
Avg. volume 1Y:   21.569
Volatility 1M:   168.04%
Volatility 6M:   145.28%
Volatility 1Y:   132.14%
Volatility 3Y:   -