UC WAR. CALL 01/25 TSFA/ DE000HD24204 /
| 2024-08-02 9:40:10 PM | Chg.-0.4900 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2900EUR | -17.63% | 2.2800 Bid Size: 10,000 |
2.3100 Ask Size: 10,000 |
Taiwan Semiconductor... | 140.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD2420 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 140.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.14 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.32 |
| Parity: | -0.27 |
| Time value: | 2.31 |
| Break-even: | 163.10 |
| Moneyness: | 0.98 |
| Premium: | 0.19 |
| Premium p.a.: | 0.46 |
| Spread abs.: | 0.03 |
| Spread %: | 1.32% |
| Delta: | 0.58 |
| Theta: | -0.08 |
| Omega: | 3.46 |
| Rho: | 0.26 |
Quote data
| Open: | 2.3100 |
|---|---|
| High: | 2.4400 |
| Low: | 2.2900 |
| Previous Close: | 2.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.90% | ||
|---|---|---|---|
| 1 Month | -52.29% | ||
| 3 Months | +30.11% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2500 | 2.2900 |
|---|---|---|
| 1M High / 1M Low: | 5.3200 | 2.2900 |
| 6M High / 6M Low: | 5.3200 | 0.7500 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.7480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.8727 | |
| Avg. volume 1M: | 55.0909 | |
| Avg. price 6M: | 2.5443 | |
| Avg. volume 6M: | 83.5984 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.18% | |
| Volatility 6M: | 185.23% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
