UC WAR. CALL 06/25 TF7A/ DE000HC7U2L7 /
| 2024-11-07 9:42:04 PM | Chg.-0.0400 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4300EUR | -8.51% | 0.4200 Bid Size: 60,000 |
0.4400 Ask Size: 60,000 |
Tyson Foods | 60.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7U2L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.20 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.36 |
| Historic volatility: | 0.20 |
| Parity: | -0.49 |
| Time value: | 0.47 |
| Break-even: | 64.70 |
| Moneyness: | 0.92 |
| Premium: | 0.17 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.02 |
| Spread %: | 4.44% |
| Delta: | 0.46 |
| Theta: | -0.02 |
| Omega: | 5.44 |
| Rho: | 0.13 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3900 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +10.26% | ||
| 3 Months | -33.85% | ||
| YTD | -12.24% | ||
| 1 Year | +34.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5400 | 0.3900 |
| 6M High / 6M Low: | 0.9200 | 0.3300 |
| High (YTD): | 2024-09-09 | 0.9200 |
| Low (YTD): | 2024-06-14 | 0.3300 |
| 52W High: | 2024-09-09 | 0.9200 |
| 52W Low: | 2023-11-13 | 0.2800 |
| Avg. price 1W: | 0.4320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4422 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5477 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5332 | |
| Avg. volume 1Y: | 15.9180 | |
| Volatility 1M: | 99.35% | |
| Volatility 6M: | 117.84% | |
| Volatility 1Y: | 112.24% | |
| Volatility 3Y: | - |
