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UniCredit Call 60 TSN 18.06.2025/  DE000HC7U2L7  /

Frankfurt Zert./HVB
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:   -