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UniCredit Call 60 TSN 18.06.2025/  DE000HC7U2L7  /

Frankfurt Zert./HVB
2024-07-05  8:55:00 AM Chg.-0.010 Bid9:30:58 AM Ask9:30:58 AM Underlying Strike price Expiration date Option type
0.420EUR -2.33% 0.420
Bid Size: 20,000		 0.450
Ask Size: 20,000		 Tyson Foods 60.00 - 2025-06-18 Call
 

Master data

WKN: HC7U2L
Issuer: UniCredit
Currency: EUR
Underlying: Tyson Foods
Type: Warrant
Option type: Call
Strike price: 60.00 -
Maturity: 2025-06-18
Issue date: 2023-06-30
Last trading day: 2025-06-17
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 11.38
Leverage: Yes

Calculated values

Fair value: 0.21
Intrinsic value: 0.00
Implied volatility: 0.33
Historic volatility: 0.20
Parity: -0.76
Time value: 0.46
Break-even: 64.60
Moneyness: 0.87
Premium: 0.23
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 6.98%
Delta: 0.44
Theta: -0.01
Omega: 4.99
Rho: 0.18
 

Quote data

Open: 0.420
High: 0.420
Low: 0.420
Previous Close: 0.430
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -6.67%
1 Month
  -2.33%
3 Months
  -39.13%
YTD
  -12.50%
1 Year
  -22.22%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.480 0.430
1M High / 1M Low: 0.480 0.330
6M High / 6M Low: 0.810 0.330
High (YTD): 2024-04-24 0.810
Low (YTD): 2024-06-14 0.330
52W High: 2024-04-24 0.810
52W Low: 2023-11-13 0.260
Avg. price 1W:   0.448
Avg. volume 1W:   6,202
Avg. price 1M:   0.416
Avg. volume 1M:   1,409.545
Avg. price 6M:   0.548
Avg. volume 6M:   244.173
Avg. price 1Y:   0.512
Avg. volume 1Y:   121.133
Volatility 1M:   132.24%
Volatility 6M:   108.57%
Volatility 1Y:   111.37%
Volatility 3Y:   -