UC WAR. CALL 06/24 TUI1/ DE000HC6AUQ9 /
| 5/31/2024 9:45:38 PM | Chg.-0.0700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4900EUR | -12.50% | 0.4600 Bid Size: 20,000 |
0.5100 Ask Size: 20,000 |
TUI AG | 6.00 - | 6/19/2024 | Call |
Master data
| WKN: | HC6AUQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 6/19/2024 |
| Issue date: | 4/27/2023 |
| Last trading day: | 6/18/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 9.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.54 |
|---|---|
| Intrinsic value: | 0.46 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.42 |
| Parity: | 0.46 |
| Time value: | 0.20 |
| Break-even: | 6.66 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.80 |
| Spread abs.: | 0.22 |
| Spread %: | 50.00% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 7.02 |
| Rho: | 0.00 |
Quote data
| Open: | 0.5500 |
|---|---|
| High: | 0.5500 |
| Low: | 0.4900 |
| Previous Close: | 0.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.50% | ||
|---|---|---|---|
| 1 Month | -45.56% | ||
| 3 Months | -46.74% | ||
| YTD | -68.99% | ||
| 1 Year | -63.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7600 | 0.5600 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.5100 |
| 6M High / 6M Low: | 2.0600 | 0.5100 |
| High (YTD): | 4/8/2024 | 2.0600 |
| Low (YTD): | 5/23/2024 | 0.5100 |
| 52W High: | 7/31/2023 | 2.2300 |
| 52W Low: | 10/25/2023 | 0.4300 |
| Avg. price 1W: | 0.6240 | |
| Avg. volume 1W: | 238.8000 | |
| Avg. price 1M: | 0.7900 | |
| Avg. volume 1M: | 142.6364 | |
| Avg. price 6M: | 1.1580 | |
| Avg. volume 6M: | 38.9120 | |
| Avg. price 1Y: | 1.1756 | |
| Avg. volume 1Y: | 25.8828 | |
| Volatility 1M: | 187.67% | |
| Volatility 6M: | 193.83% | |
| Volatility 1Y: | 160.97% | |
| Volatility 3Y: | - |
