UC WAR. CALL 06/24 TUI1/ DE000HC6AUQ9 /
| 2024-06-07 9:46:58 PM | Chg.-0.0800 | Bid9:59:14 PM | Ask9:59:14 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | -7.08% | 0.9700 Bid Size: 15,000 |
1.0900 Ask Size: 15,000 |
TUI AG | 6.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC6AUQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.92 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 1.11 |
| Implied volatility: | 0.91 |
| Historic volatility: | 0.43 |
| Parity: | 1.11 |
| Time value: | 0.09 |
| Break-even: | 7.20 |
| Moneyness: | 1.18 |
| Premium: | 0.01 |
| Premium p.a.: | 0.48 |
| Spread abs.: | 0.12 |
| Spread %: | 11.11% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 5.14 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.0800 |
| Low: | 0.9500 |
| Previous Close: | 1.1300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +114.29% | ||
|---|---|---|---|
| 1 Month | +19.32% | ||
| 3 Months | -8.70% | ||
| YTD | -33.54% | ||
| 1 Year | -35.98% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2500 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.4900 |
| 6M High / 6M Low: | 2.0600 | 0.4900 |
| High (YTD): | 2024-04-08 | 2.0600 |
| Low (YTD): | 2024-05-31 | 0.4900 |
| 52W High: | 2023-07-31 | 2.2300 |
| 52W Low: | 2023-10-25 | 0.4300 |
| Avg. price 1W: | 0.9340 | |
| Avg. volume 1W: | 150 | |
| Avg. price 1M: | 0.8039 | |
| Avg. volume 1M: | 136.4348 | |
| Avg. price 6M: | 1.1578 | |
| Avg. volume 6M: | 44.9120 | |
| Avg. price 1Y: | 1.1659 | |
| Avg. volume 1Y: | 27.2500 | |
| Volatility 1M: | 316.74% | |
| Volatility 6M: | 201.01% | |
| Volatility 1Y: | 176.76% | |
| Volatility 3Y: | - |
