UC WAR. PUT 06/25 TF7A/ DE000HC7U2P8 /
| 2024-07-25 9:40:30 PM | Chg.0.0000 | Bid2024-07-25 | Ask2024-07-25 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1900EUR | 0.00% | 0.1700 Bid Size: 60,000 |
0.2000 Ask Size: 60,000 |
Tyson Foods | 50.00 - | 2025-06-18 | Put |
Master data
| WKN: | HC7U2P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Put |
| 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: | -24.90 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.20 |
| Parity: | -0.48 |
| Time value: | 0.22 |
| Break-even: | 47.80 |
| Moneyness: | 0.91 |
| Premium: | 0.13 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.03 |
| Spread %: | 15.79% |
| Delta: | -0.26 |
| Theta: | 0.00 |
| Omega: | -6.39 |
| Rho: | -0.15 |
Quote data
| Open: | 0.1900 |
|---|---|
| High: | 0.1900 |
| Low: | 0.1900 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -17.39% | ||
| 3 Months | -24.00% | ||
| YTD | -60.42% | ||
| 1 Year | -62.75% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1900 | 0.1900 |
|---|---|---|
| 1M High / 1M Low: | 0.2500 | 0.1900 |
| 6M High / 6M Low: | 0.5400 | 0.1900 |
| High (YTD): | 2024-02-13 | 0.5400 |
| Low (YTD): | 2024-07-25 | 0.1900 |
| 52W High: | 2023-10-25 | 0.8800 |
| 52W Low: | 2024-07-25 | 0.1900 |
| Avg. price 1W: | 0.1900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3053 | |
| Avg. volume 6M: | 5.4961 | |
| Avg. price 1Y: | 0.4562 | |
| Avg. volume 1Y: | 2.7266 | |
| Volatility 1M: | 69.54% | |
| Volatility 6M: | 79.44% | |
| Volatility 1Y: | 74.44% | |
| Volatility 3Y: | - |
