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UniCredit Call 60 TSN 18.06.2025/  DE000HC7U2L7  /

Frankfurt Zert./HVB
04/10/2024  19:26:48 Chg.+0.030 Bid21:55:35 Ask21:55:35 Underlying Strike price Expiration date Option type
0.420EUR +7.69% 0.370
Bid Size: 60,000		 0.500
Ask Size: 60,000		 Tyson Foods 60.00 - 18/06/2025 Call
 

Master data

WKN: HC7U2L
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 18/06/2025
Issue date: 30/06/2023
Last trading day: 17/06/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 10.67
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.39
Historic volatility: 0.20
Parity: -0.67
Time value: 0.50
Break-even: 65.00
Moneyness: 0.89
Premium: 0.22
Premium p.a.: 0.33
Spread abs.: 0.13
Spread %: 35.14%
Delta: 0.45
Theta: -0.02
Omega: 4.82
Rho: 0.13
 

Quote data

Open: 0.300
High: 0.420
Low: 0.300
Previous Close: 0.390
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -50.00%
3 Months  
+7.69%
YTD
  -12.50%
1 Year  
+2.44%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.470 0.390
1M High / 1M Low: 0.900 0.370
6M High / 6M Low: 0.900 0.180
High (YTD): 09/09/2024 0.900
Low (YTD): 05/08/2024 0.180
52W High: 09/09/2024 0.900
52W Low: 05/08/2024 0.180
Avg. price 1W:   0.432
Avg. volume 1W:   0.000
Avg. price 1M:   0.558
Avg. volume 1M:   0.000
Avg. price 6M:   0.580
Avg. volume 6M:   238.538
Avg. price 1Y:   0.515
Avg. volume 1Y:   121.133
Volatility 1M:   154.43%
Volatility 6M:   416.87%
Volatility 1Y:   304.90%
Volatility 3Y:   -