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UniCredit Call 60 TSN 18.06.2025/  DE000HC7U2L7  /

EUWAX
2024-11-07  6:53:11 PM Chg.-0.030 Bid7:08:25 PM Ask7:08:25 PM Underlying Strike price Expiration date Option type
0.420EUR -6.67% 0.430
Bid Size: 60,000		 0.450
Ask Size: 60,000		 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: 11.73
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: 0.450
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -2.33%
1 Month  
+7.69%
3 Months
  -33.33%
YTD
  -12.50%
1 Year  
+31.25%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.450 0.400
1M High / 1M Low: 0.530 0.390
6M High / 6M Low: 0.890 0.320
High (YTD): 2024-09-09 0.890
Low (YTD): 2024-06-14 0.320
52W High: 2024-09-09 0.890
52W Low: 2023-11-13 0.260
Avg. price 1W:   0.418
Avg. volume 1W:   0.000
Avg. price 1M:   0.433
Avg. volume 1M:   0.000
Avg. price 6M:   0.536
Avg. volume 6M:   953.682
Avg. price 1Y:   0.524
Avg. volume 1Y:   491.742
Volatility 1M:   107.13%
Volatility 6M:   126.45%
Volatility 1Y:   118.98%
Volatility 3Y:   -