UC WAR. CALL 06/24 TUI1/ DE000HC6AUQ9 /
| 2024-05-16 3:46:45 PM | Chg.-0.1300 | Bid5:11:55 PM | Ask5:11:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9400EUR | -12.15% | 0.8400 Bid Size: 125,000 |
0.8500 Ask Size: 125,000 |
TUI | 6.00 EUR | 2024-06-19 | Call |
Master data
| WKN: | HC6AUQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 EUR |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-04-27 |
| Last trading day: | 2024-06-18 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.98 |
|---|---|
| Intrinsic value: | 0.90 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.42 |
| Parity: | 0.90 |
| Time value: | 0.19 |
| Break-even: | 7.09 |
| Moneyness: | 1.15 |
| Premium: | 0.03 |
| Premium p.a.: | 0.33 |
| Spread abs.: | 0.06 |
| Spread %: | 5.83% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 5.06 |
| Rho: | 0.00 |
Quote data
| Open: | 1.0700 |
|---|---|
| High: | 1.0700 |
| Low: | 0.9400 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.90% | ||
|---|---|---|---|
| 1 Month | -6.93% | ||
| 3 Months | -6.93% | ||
| YTD | -40.51% | ||
| 1 Year | -34.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2200 | 0.8400 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.8400 |
| 6M High / 6M Low: | 2.0600 | 0.7000 |
| High (YTD): | 2024-04-08 | 2.0600 |
| Low (YTD): | 2024-03-05 | 0.7000 |
| 52W High: | 2023-07-31 | 2.2300 |
| 52W Low: | 2023-10-25 | 0.4300 |
| Avg. price 1W: | 1.0340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9752 | |
| Avg. volume 1M: | 35.7143 | |
| Avg. price 6M: | 1.1747 | |
| Avg. volume 6M: | 19.9677 | |
| Avg. price 1Y: | 1.2118 | |
| Avg. volume 1Y: | 16.5547 | |
| Volatility 1M: | 136.10% | |
| Volatility 6M: | 183.94% | |
| Volatility 1Y: | 154.77% | |
| Volatility 3Y: | - |
