UC WAR. CALL 06/24 TUI1/ DE000HC52D45 /
2024-05-15 9:45:26 PM | Chg.-0.0800 | Bid9:59:29 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2400EUR | -25.00% | 0.1600 Bid Size: 15,000 |
0.2700 Ask Size: 15,000 |
TUI | 7.9424 EUR | 2024-06-19 | Call |
Master data
WKN: | HC52D4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | TUI |
Type: | Warrant |
Option type: | Call |
Strike price: | 7.94 EUR |
Maturity: | 2024-06-19 |
Issue date: | 2023-03-16 |
Last trading day: | 2024-06-18 |
Ratio: | 1:1.89 |
Exercise type: | American |
Quanto: | - |
Gearing: | 11.01 |
Leverage: | Yes |
Calculated values
Fair value: | 0.16 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 1.12 |
Historic volatility: | 0.42 |
Parity: | -1.78 |
Time value: | 1.20 |
Break-even: | 8.58 |
Moneyness: | 0.88 |
Premium: | 0.23 |
Premium p.a.: | 7.35 |
Spread abs.: | 0.91 |
Spread %: | 313.79% |
Delta: | 0.43 |
Theta: | -0.01 |
Omega: | 4.72 |
Rho: | 0.00 |
Quote data
Open: | 0.3000 |
---|---|
High: | 0.3100 |
Low: | 0.2400 |
Previous Close: | 0.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +41.18% | ||
---|---|---|---|
1 Month | -27.27% | ||
3 Months | -59.32% | ||
YTD | -79.66% | ||
1 Year | -84.21% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3200 | 0.1700 |
---|---|---|
1M High / 1M Low: | 0.3900 | 0.1700 |
6M High / 6M Low: | 1.5500 | 0.1700 |
High (YTD): | 2024-01-02 | 1.2500 |
Low (YTD): | 2024-05-09 | 0.1700 |
52W High: | 2023-07-31 | 2.5000 |
52W Low: | 2024-05-09 | 0.1700 |
Avg. price 1W: | 0.2420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2762 | |
Avg. volume 1M: | 190.4762 | |
Avg. price 6M: | 0.6739 | |
Avg. volume 6M: | 33.8710 | |
Avg. price 1Y: | 0.9885 | |
Avg. volume 1Y: | 19.3672 | |
Volatility 1M: | 223.47% | |
Volatility 6M: | 277.16% | |
Volatility 1Y: | 214.95% | |
Volatility 3Y: | - |