UC WAR. CALL 12/24 TUI1/ DE000HC918Z0 /
| 10/16/2024 9:45:35 AM | Chg.+0.0700 | Bid10:05:44 AM | Ask10:05:44 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2400EUR | +5.98% | 1.2600 Bid Size: 100,000 |
1.2700 Ask Size: 100,000 |
TUI AG | 6.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC918Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | TUI AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 6.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 8/29/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.18 |
|---|---|
| Intrinsic value: | 1.05 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.40 |
| Parity: | 1.05 |
| Time value: | 0.15 |
| Break-even: | 7.20 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.06 |
| Spread %: | 5.26% |
| Delta: | 0.84 |
| Theta: | 0.00 |
| Omega: | 4.96 |
| Rho: | 0.01 |
Quote data
| Open: | 1.1300 |
|---|---|
| High: | 1.2400 |
| Low: | 1.1300 |
| Previous Close: | 1.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.10% | ||
|---|---|---|---|
| 1 Month | +121.43% | ||
| 3 Months | -6.06% | ||
| YTD | -38.00% | ||
| 1 Year | +40.91% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1700 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.5600 |
| 6M High / 6M Low: | 1.7800 | 0.3900 |
| High (YTD): | 4/8/2024 | 2.4400 |
| Low (YTD): | 8/12/2024 | 0.3900 |
| 52W High: | 4/8/2024 | 2.4400 |
| 52W Low: | 8/12/2024 | 0.3900 |
| Avg. price 1W: | 1.0840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9559 | |
| Avg. volume 1M: | 1,337.2727 | |
| Avg. price 6M: | 1.0374 | |
| Avg. volume 6M: | 985.3846 | |
| Avg. price 1Y: | 1.2607 | |
| Avg. volume 1Y: | 917.9531 | |
| Volatility 1M: | 172.24% | |
| Volatility 6M: | 152.58% | |
| Volatility 1Y: | 140.67% | |
| Volatility 3Y: | - |
