UC WAR. CALL 01/25 TSFA/ DE000HD241Z6 /
| 12/11/2024 11:40:50 | Chg.- | Bid13:10:03 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 6.610EUR | - | 6.730 Bid Size: 6,000 |
- Ask Size: - |
Taiwan Semiconductor... | 120.00 USD | 15/01/2025 | Call |
Master data
| WKN: | HD241Z |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 120.00 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 24/01/2024 |
| Last trading day: | 12/11/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 2.58 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.33 |
|---|---|
| Intrinsic value: | 6.27 |
| Implied volatility: | 1.11 |
| Historic volatility: | 0.37 |
| Parity: | 6.27 |
| Time value: | 0.59 |
| Break-even: | 182.58 |
| Moneyness: | 1.55 |
| Premium: | 0.03 |
| Premium p.a.: | 0.22 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.89 |
| Theta: | -0.13 |
| Omega: | 2.29 |
| Rho: | 0.14 |
Quote data
| Open: | 6.850 |
|---|---|
| High: | 6.910 |
| Low: | 6.610 |
| Previous Close: | 7.020 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.38% | ||
|---|---|---|---|
| 1 Month | +4.75% | ||
| 3 Months | +24.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 7.020 | 6.610 |
|---|---|---|
| 1M High / 1M Low: | 8.170 | 6.310 |
| 6M High / 6M Low: | 8.170 | 3.350 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 6.815 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.230 | |
| Avg. volume 1M: | .050 | |
| Avg. price 6M: | 5.383 | |
| Avg. volume 6M: | 16.512 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 142.93% | |
| Volatility 6M: | 125.27% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
