UniCredit Call 60 TSN 18.06.2025
/ DE000HC7U2L7
UniCredit Call 60 TSN 18.06.2025/ DE000HC7U2L7 /
8/30/2024 7:30:27 PM |
Chg.-0.030 |
Bid8/30/2024 |
Ask8/30/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.750EUR |
-3.85% |
0.750 Bid Size: 35,000 |
0.780 Ask Size: 35,000 |
Tyson Foods |
60.00 - |
6/18/2025 |
Call |
Master data
WKN: |
HC7U2L |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Tyson Foods |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 - |
Maturity: |
6/18/2025 |
Issue date: |
6/30/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.20 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.41 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.39 |
Historic volatility: |
0.19 |
Parity: |
-0.17 |
Time value: |
0.81 |
Break-even: |
68.10 |
Moneyness: |
0.97 |
Premium: |
0.17 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.04 |
Spread %: |
5.19% |
Delta: |
0.57 |
Theta: |
-0.02 |
Omega: |
4.11 |
Rho: |
0.20 |
Quote data
Open: |
0.670 |
High: |
0.780 |
Low: |
0.670 |
Previous Close: |
0.780 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+11.94% |
1 Month |
|
|
+19.05% |
3 Months |
|
|
+50.00% |
YTD |
|
|
+56.25% |
1 Year |
|
|
+22.95% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.790 |
0.670 |
1M High / 1M Low: |
0.790 |
0.180 |
6M High / 6M Low: |
0.810 |
0.180 |
High (YTD): |
4/24/2024 |
0.810 |
Low (YTD): |
8/5/2024 |
0.180 |
52W High: |
4/24/2024 |
0.810 |
52W Low: |
8/5/2024 |
0.180 |
Avg. price 1W: |
|
0.740 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.634 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.572 |
Avg. volume 6M: |
|
242.266 |
Avg. price 1Y: |
|
0.508 |
Avg. volume 1Y: |
|
121.133 |
Volatility 1M: |
|
978.11% |
Volatility 6M: |
|
412.91% |
Volatility 1Y: |
|
302.48% |
Volatility 3Y: |
|
- |