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UniCredit Call 60 TSN 18.06.2025/  DE000HC7U2L7  /

Frankfurt Zert./HVB
11/7/2024  7:29:10 PM Chg.-0.040 Bid9:59:36 PM Ask9:59:36 PM Underlying Strike price Expiration date Option type
0.420EUR -8.70% 0.420
Bid Size: 60,000		 0.440
Ask Size: 60,000		 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: 11.73
Leverage: Yes

Calculated values

Fair value: 0.20
Intrinsic value: 0.00
Implied volatility: 0.36
Historic volatility: 0.20
Parity: -0.49
Time value: 0.47
Break-even: 64.70
Moneyness: 0.92
Premium: 0.17
Premium p.a.: 0.30
Spread abs.: 0.02
Spread %: 4.44%
Delta: 0.46
Theta: -0.02
Omega: 5.44
Rho: 0.13
 

Quote data

Open: 0.390
High: 0.440
Low: 0.390
Previous Close: 0.460
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.44%
1 Month  
+2.44%
3 Months
  -35.38%
YTD
  -12.50%
1 Year  
+35.48%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.460 0.390
1M High / 1M Low: 0.540 0.390
6M High / 6M Low: 0.900 0.180
High (YTD): 9/9/2024 0.900
Low (YTD): 8/5/2024 0.180
52W High: 9/9/2024 0.900
52W Low: 8/5/2024 0.180
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.434
Avg. volume 1M:   0.000
Avg. price 6M:   0.532
Avg. volume 6M:   234.924
Avg. price 1Y:   0.523
Avg. volume 1Y:   121.133
Volatility 1M:   118.99%
Volatility 6M:   414.76%
Volatility 1Y:   305.65%
Volatility 3Y:   -