UC WAR. CALL 06/24 TUI1/ DE000HC65QV1 /
| 2024-05-16 5:45:21 PM | Chg.-0.1400 | Bid7:14:12 PM | Ask7:14:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7900EUR | -7.25% | 1.7500 Bid Size: 30,000 |
1.8100 Ask Size: 30,000 |
TUI | 5.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC65QV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 5.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-20 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.92 |
|---|---|
| Intrinsic value: | 1.90 |
| Implied volatility: | 0.83 |
| Historic volatility: | 0.42 |
| Parity: | 1.90 |
| Time value: | 0.09 |
| Break-even: | 6.99 |
| Moneyness: | 1.38 |
| Premium: | 0.01 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.08 |
| Spread %: | 4.19% |
| Delta: | 0.92 |
| Theta: | 0.00 |
| Omega: | 3.20 |
| Rho: | 0.00 |
Quote data
| Open: | 1.9500 |
|---|---|
| High: | 1.9500 |
| Low: | 1.7900 |
| Previous Close: | 1.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.68% | ||
|---|---|---|---|
| 1 Month | -1.65% | ||
| 3 Months | +3.47% | ||
| YTD | -23.50% | ||
| 1 Year | -7.73% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1100 | 1.7100 |
|---|---|---|
| 1M High / 1M Low: | 2.1100 | 1.7100 |
| 6M High / 6M Low: | 2.9900 | 1.2000 |
| High (YTD): | 2024-04-08 | 2.9900 |
| Low (YTD): | 2024-03-05 | 1.3800 |
| 52W High: | 2024-04-08 | 2.9900 |
| 52W Low: | 2023-10-25 | 0.7100 |
| Avg. price 1W: | 1.9100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8310 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9277 | |
| Avg. volume 6M: | 89.5161 | |
| Avg. price 1Y: | 1.8278 | |
| Avg. volume 1Y: | 199.1875 | |
| Volatility 1M: | 82.75% | |
| Volatility 6M: | 134.43% | |
| Volatility 1Y: | 122.65% | |
| Volatility 3Y: | - |
