UC WAR. PUT 06/24 TUI1/ DE000HC3EEB4 /
| 06/05/2024 13:45:53 | Chg.- | Bid13:50:06 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | - | 0.7200 Bid Size: 500,000 |
- Ask Size: - |
TUI | 10.5899 - | 19/06/2024 | Put |
Master data
| WKN: | HC3EEB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI |
| Type: | Warrant |
| Option type: | Put |
| Strike price: | 10.59 - |
| Maturity: | 19/06/2024 |
| Issue date: | 24/01/2023 |
| Last trading day: | 07/05/2024 |
| Ratio: | 5.29:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | -1.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.68 |
|---|---|
| Intrinsic value: | 0.68 |
| Implied volatility: | 1.27 |
| Historic volatility: | 0.42 |
| Parity: | 0.68 |
| Time value: | 0.04 |
| Break-even: | 6.78 |
| Moneyness: | 1.51 |
| Premium: | 0.03 |
| Premium p.a.: | 0.38 |
| Spread abs.: | 0.01 |
| Spread %: | 1.41% |
| Delta: | -0.80 |
| Theta: | -0.01 |
| Omega: | -1.47 |
| Rho: | -0.01 |
Quote data
| Open: | 0.7300 |
|---|---|
| High: | 0.7400 |
| Low: | 0.7200 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | -6.49% | ||
| YTD | +5.88% | ||
| 1 Year | -19.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 0.7500 | 0.6900 |
| 6M High / 6M Low: | 0.9500 | 0.5100 |
| High (YTD): | 05/03/2024 | 0.8400 |
| Low (YTD): | 09/04/2024 | 0.5100 |
| 52W High: | 25/10/2023 | 1.1300 |
| 52W Low: | 09/04/2024 | 0.5100 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 0.7229 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7398 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8230 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 49.85% | |
| Volatility 6M: | 67.42% | |
| Volatility 1Y: | 57.21% | |
| Volatility 3Y: | - |
