UC WAR. CALL 01/25 TSFA/ DE000HD24220 /
| 2024-08-02 9:40:32 PM | Chg.-0.3400 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4100EUR | -19.43% | 1.4000 Bid Size: 15,000 |
1.4300 Ask Size: 15,000 |
Taiwan Semiconductor... | 160.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD2422 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.49 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.32 |
| Parity: | -2.27 |
| Time value: | 1.43 |
| Break-even: | 174.30 |
| Moneyness: | 0.86 |
| Premium: | 0.27 |
| Premium p.a.: | 0.69 |
| Spread abs.: | 0.03 |
| Spread %: | 2.14% |
| Delta: | 0.44 |
| Theta: | -0.07 |
| Omega: | 4.23 |
| Rho: | 0.21 |
Quote data
| Open: | 1.3700 |
|---|---|
| High: | 1.5300 |
| Low: | 1.3700 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.40% | ||
|---|---|---|---|
| 1 Month | -59.13% | ||
| 3 Months | +35.58% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1000 | 1.4100 |
|---|---|---|
| 1M High / 1M Low: | 3.9000 | 1.4100 |
| 6M High / 6M Low: | 3.9000 | 0.3900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7320 | |
| Avg. volume 1W: | 30 | |
| Avg. price 1M: | 2.6773 | |
| Avg. volume 1M: | 156.9091 | |
| Avg. price 6M: | 1.6785 | |
| Avg. volume 6M: | 179.0630 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.73% | |
| Volatility 6M: | 222.54% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
