UC WAR. CALL 06/25 TF7A/ DE000HC7U2K9 /
| 04/10/2024 21:42:15 | Chg.+0.0500 | Bid21:59:10 | Ask21:59:10 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0000EUR | +5.26% | 0.9800 Bid Size: 40,000 |
1.0100 Ask Size: 40,000 |
Tyson Foods | 50.00 - | 18/06/2025 | Call |
Master data
| WKN: | HC7U2K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 30/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.61 |
|---|---|
| Intrinsic value: | 0.33 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.20 |
| Parity: | 0.33 |
| Time value: | 0.68 |
| Break-even: | 60.10 |
| Moneyness: | 1.07 |
| Premium: | 0.13 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 3.06% |
| Delta: | 0.66 |
| Theta: | -0.02 |
| Omega: | 3.50 |
| Rho: | 0.18 |
Quote data
| Open: | 0.9400 |
|---|---|
| High: | 1.0000 |
| Low: | 0.9400 |
| Previous Close: | 0.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.66% | ||
|---|---|---|---|
| 1 Month | -34.64% | ||
| 3 Months | +13.64% | ||
| YTD | +12.36% | ||
| 1 Year | +36.99% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0600 | 0.9500 |
|---|---|---|
| 1M High / 1M Low: | 1.6000 | 0.9300 |
| 6M High / 6M Low: | 1.6000 | 0.7600 |
| High (YTD): | 09/09/2024 | 1.6000 |
| Low (YTD): | 13/06/2024 | 0.7600 |
| 52W High: | 09/09/2024 | 1.6000 |
| 52W Low: | 13/11/2023 | 0.5300 |
| Avg. price 1W: | 1.0160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1855 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1661 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9982 | |
| Avg. volume 1Y: | 1.4219 | |
| Volatility 1M: | 105.61% | |
| Volatility 6M: | 81.92% | |
| Volatility 1Y: | 81.63% | |
| Volatility 3Y: | - |
