UC WAR. CALL 06/25 TF7A/ DE000HC7U2K9 /
| 2024-11-07 9:41:02 PM | Chg.-0.0400 | Bid9:57:24 PM | Ask9:57:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0100EUR | -3.81% | 0.9900 Bid Size: 40,000 |
1.0000 Ask Size: 40,000 |
Tyson Foods | 50.00 - | 2025-06-18 | Call |
Master data
| WKN: | HC7U2K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.20 |
| Parity: | 0.51 |
| Time value: | 0.54 |
| Break-even: | 60.50 |
| Moneyness: | 1.10 |
| Premium: | 0.10 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.01 |
| Spread %: | 0.96% |
| Delta: | 0.70 |
| Theta: | -0.02 |
| Omega: | 3.65 |
| Rho: | 0.17 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0500 |
| Low: | 1.0100 |
| Previous Close: | 1.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +6.32% | ||
| 3 Months | -19.84% | ||
| YTD | +13.48% | ||
| 1 Year | +68.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.9700 |
|---|---|---|
| 1M High / 1M Low: | 1.1700 | 0.9500 |
| 6M High / 6M Low: | 1.6000 | 0.7600 |
| High (YTD): | 2024-09-09 | 1.6000 |
| Low (YTD): | 2024-06-13 | 0.7600 |
| 52W High: | 2024-09-09 | 1.6000 |
| 52W Low: | 2023-11-13 | 0.5300 |
| Avg. price 1W: | 1.0040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0243 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1245 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0331 | |
| Avg. volume 1Y: | 1.4219 | |
| Volatility 1M: | 58.20% | |
| Volatility 6M: | 76.76% | |
| Volatility 1Y: | 80.60% | |
| Volatility 3Y: | - |
