UniCredit Call 50 TSN 18.06.2025
/ DE000HC7U2K9
UniCredit Call 50 TSN 18.06.2025/ DE000HC7U2K9 /
| 7/4/2024 6:59:36 PM |
Chg.- |
Bid8:01:23 AM |
Ask8:01:23 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.940EUR |
- |
0.930
Bid Size: 8,000 |
0.960
Ask Size: 8,000 |
Tyson Foods |
50.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HC7U2K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Tyson Foods |
| Type: |
Warrant |
| Option type: |
Call |
| 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: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.63 |
| Intrinsic value: |
0.24 |
| Implied volatility: |
0.38 |
| Historic volatility: |
0.20 |
| Parity: |
0.24 |
| Time value: |
0.73 |
| Break-even: |
59.70 |
| Moneyness: |
1.05 |
| Premium: |
0.14 |
| Premium p.a.: |
0.15 |
| Spread abs.: |
0.03 |
| Spread %: |
3.19% |
| Delta: |
0.66 |
| Theta: |
-0.01 |
| Omega: |
3.54 |
| Rho: |
0.24 |
Quote data
| Open: |
0.880 |
| High: |
0.940 |
| Low: |
0.880 |
| Previous Close: |
0.930 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.08% |
| 1 Month |
|
|
+1.08% |
| 3 Months |
|
|
-21.67% |
| YTD |
|
|
+6.82% |
| 1 Year |
|
|
+2.17% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.990 |
0.930 |
| 1M High / 1M Low: |
1.000 |
0.750 |
| 6M High / 6M Low: |
1.400 |
0.750 |
| High (YTD): |
4/24/2024 |
1.400 |
| Low (YTD): |
6/13/2024 |
0.750 |
| 52W High: |
4/24/2024 |
1.400 |
| 52W Low: |
11/13/2023 |
0.500 |
| Avg. price 1W: |
|
0.960 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.903 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.029 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
0.927 |
| Avg. volume 1Y: |
|
0.000 |
| Volatility 1M: |
|
93.70% |
| Volatility 6M: |
|
79.78% |
| Volatility 1Y: |
|
84.12% |
| Volatility 3Y: |
|
- |
