UniCredit Call 5 TUI 19.06.2024
/ DE000HC65QV1
UniCredit Call 5 TUI 19.06.2024/ DE000HC65QV1 /
| 2024-05-16 10:13:34 AM |
Chg.-0.05 |
Bid10:13:39 AM |
Ask10:13:39 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.88EUR |
-2.59% |
1.89
Bid Size: 100,000 |
1.91
Ask Size: 100,000 |
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: |
1.88 |
| High: |
1.88 |
| Low: |
1.88 |
| Previous Close: |
1.93 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.24% |
| 1 Month |
|
|
+3.30% |
| 3 Months |
|
|
+8.67% |
| YTD |
|
|
-19.31% |
| 1 Year |
|
|
-2.08% |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.11 |
1.69 |
| 1M High / 1M Low: |
2.11 |
1.69 |
| 6M High / 6M Low: |
3.00 |
1.18 |
| High (YTD): |
2024-04-08 |
3.00 |
| Low (YTD): |
2024-03-05 |
1.37 |
| 52W High: |
2024-04-08 |
3.00 |
| 52W Low: |
2023-10-25 |
0.66 |
| Avg. price 1W: |
|
1.91 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.81 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.92 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
1.80 |
| Avg. volume 1Y: |
|
642.22 |
| Volatility 1M: |
|
91.23% |
| Volatility 6M: |
|
137.29% |
| Volatility 1Y: |
|
122.93% |
| Volatility 3Y: |
|
- |
