UC WAR. CALL 06/24 TUI1/ DE000HC6AUQ9 /
| 04/06/2024 21:46:41 | Chg.+0.1800 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | +22.22% | 0.9700 Bid Size: 15,000 |
1.0900 Ask Size: 15,000 |
TUI AG | 6.00 - | 19/06/2024 | Call |
Master data
| WKN: | HC6AUQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 27/04/2023 |
| Last trading day: | 18/06/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.83 |
|---|---|
| Intrinsic value: | 0.80 |
| Implied volatility: | 0.70 |
| Historic volatility: | 0.42 |
| Parity: | 0.80 |
| Time value: | 0.10 |
| Break-even: | 6.90 |
| Moneyness: | 1.13 |
| Premium: | 0.01 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.12 |
| Spread %: | 15.38% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 6.30 |
| Rho: | 0.00 |
Quote data
| Open: | 0.9600 |
|---|---|
| High: | 0.9900 |
| Low: | 0.9500 |
| Previous Close: | 0.8100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +62.30% | ||
|---|---|---|---|
| 1 Month | +13.79% | ||
| 3 Months | +41.43% | ||
| YTD | -37.34% | ||
| 1 Year | -33.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.2200 | 0.4900 |
| 6M High / 6M Low: | 2.0600 | 0.4900 |
| High (YTD): | 08/04/2024 | 2.0600 |
| Low (YTD): | 31/05/2024 | 0.4900 |
| 52W High: | 31/07/2023 | 2.2300 |
| 52W Low: | 25/10/2023 | 0.4300 |
| Avg. price 1W: | 0.6920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7745 | |
| Avg. volume 1M: | 108.5455 | |
| Avg. price 6M: | 1.1575 | |
| Avg. volume 6M: | 38.9120 | |
| Avg. price 1Y: | 1.1683 | |
| Avg. volume 1Y: | 24.3203 | |
| Volatility 1M: | 311.69% | |
| Volatility 6M: | 215.74% | |
| Volatility 1Y: | 174.85% | |
| Volatility 3Y: | - |
