UC WAR. PUT 06/25 TF7A/ DE000HC7U2P8 /
| 11/8/2024 9:40:59 PM | Chg.-0.0100 | Bid9:56:57 PM | Ask9:56:57 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1500EUR | -6.25% | 0.1500 Bid Size: 80,000 |
0.1700 Ask Size: 80,000 |
Tyson Foods | 50.00 - | 6/18/2025 | Put |
Master data
| WKN: | HC7U2P |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Tyson Foods |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 50.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/30/2023 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | -32.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.20 |
| Parity: | -0.56 |
| Time value: | 0.17 |
| Break-even: | 48.30 |
| Moneyness: | 0.90 |
| Premium: | 0.13 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.02 |
| Spread %: | 13.33% |
| Delta: | -0.23 |
| Theta: | -0.01 |
| Omega: | -7.68 |
| Rho: | -0.09 |
Quote data
| Open: | 0.1000 |
|---|---|
| High: | 0.1500 |
| Low: | 0.1000 |
| Previous Close: | 0.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.67% | ||
|---|---|---|---|
| 1 Month | -6.25% | ||
| 3 Months | -6.25% | ||
| YTD | -68.75% | ||
| 1 Year | -81.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1800 | 0.1500 |
|---|---|---|
| 1M High / 1M Low: | 0.1800 | 0.1400 |
| 6M High / 6M Low: | 0.3000 | 0.0400 |
| High (YTD): | 2/13/2024 | 0.5400 |
| Low (YTD): | 9/2/2024 | 0.0400 |
| 52W High: | 11/13/2023 | 0.8200 |
| 52W Low: | 9/2/2024 | 0.0400 |
| Avg. price 1W: | 0.1660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1578 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1802 | |
| Avg. volume 6M: | 5.2879 | |
| Avg. price 1Y: | 0.3134 | |
| Avg. volume 1Y: | 2.7266 | |
| Volatility 1M: | 94.42% | |
| Volatility 6M: | 250.19% | |
| Volatility 1Y: | 185.02% | |
| Volatility 3Y: | - |
