UniCredit Call 60 TSN 19.06.2024
/ DE000HC49MU6
UniCredit Call 60 TSN 19.06.2024/ DE000HC49MU6 /
2024-05-03 7:35:28 PM |
Chg.0.000 |
Bid9:57:49 PM |
Ask9:57:49 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.290EUR |
0.00% |
0.340 Bid Size: 35,000 |
0.350 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: |
0.280 |
High: |
0.300 |
Low: |
0.280 |
Previous Close: |
0.290 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-3.33% |
1 Month |
|
|
+20.83% |
3 Months |
|
|
-3.33% |
YTD |
|
|
+38.10% |
1 Year |
|
|
-60.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
1W High / 1W Low: |
0.290 |
0.270 |
1M High / 1M Low: |
0.340 |
0.180 |
6M High / 6M Low: |
0.340 |
0.067 |
High (YTD): |
2024-04-24 |
0.340 |
Low (YTD): |
2024-02-14 |
0.079 |
52W High: |
2023-05-08 |
0.750 |
52W Low: |
2023-11-13 |
0.067 |
Avg. price 1W: |
|
0.285 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.251 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.169 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.220 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
177.59% |
Volatility 6M: |
|
230.39% |
Volatility 1Y: |
|
203.94% |
Volatility 3Y: |
|
- |