UniCredit Call 50 TSN 18.06.2025
/ DE000HC7U2K9
UniCredit Call 50 TSN 18.06.2025/ DE000HC7U2K9 /
30/08/2024 16:44:00 |
Chg.-0.020 |
Bid30/08/2024 |
Ask30/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
1.460EUR |
-1.35% |
1.460 Bid Size: 25,000 |
1.470 Ask Size: 25,000 |
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: |
3.97 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.05 |
Intrinsic value: |
0.83 |
Implied volatility: |
0.48 |
Historic volatility: |
0.19 |
Parity: |
0.83 |
Time value: |
0.64 |
Break-even: |
64.70 |
Moneyness: |
1.17 |
Premium: |
0.11 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.01 |
Spread %: |
0.68% |
Delta: |
0.74 |
Theta: |
-0.02 |
Omega: |
2.94 |
Rho: |
0.23 |
Quote data
Open: |
1.440 |
High: |
1.470 |
Low: |
1.440 |
Previous Close: |
1.480 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+9.77% |
1 Month |
|
|
+17.74% |
3 Months |
|
|
+46.00% |
YTD |
|
|
+65.91% |
1 Year |
|
|
+44.55% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.480 |
1.330 |
1M High / 1M Low: |
1.480 |
1.040 |
6M High / 6M Low: |
1.480 |
0.760 |
High (YTD): |
29/08/2024 |
1.480 |
Low (YTD): |
14/06/2024 |
0.760 |
52W High: |
29/08/2024 |
1.480 |
52W Low: |
13/11/2023 |
0.500 |
Avg. price 1W: |
|
1.420 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.287 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.115 |
Avg. volume 6M: |
|
350.516 |
Avg. price 1Y: |
|
0.956 |
Avg. volume 1Y: |
|
175.258 |
Volatility 1M: |
|
118.42% |
Volatility 6M: |
|
88.98% |
Volatility 1Y: |
|
90.97% |
Volatility 3Y: |
|
- |