UC WAR. CALL 01/25 TSFA/ DE000HD24212 /
| 2024-08-02 9:40:49 PM | Chg.-0.4000 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8200EUR | -18.02% | 1.8000 Bid Size: 12,000 |
1.8300 Ask Size: 12,000 |
Taiwan Semiconductor... | 150.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD2421 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-01-24 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.76 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.61 |
| Historic volatility: | 0.32 |
| Parity: | -1.27 |
| Time value: | 1.83 |
| Break-even: | 168.30 |
| Moneyness: | 0.92 |
| Premium: | 0.23 |
| Premium p.a.: | 0.57 |
| Spread abs.: | 0.03 |
| Spread %: | 1.67% |
| Delta: | 0.51 |
| Theta: | -0.07 |
| Omega: | 3.84 |
| Rho: | 0.23 |
Quote data
| Open: | 1.8000 |
|---|---|
| High: | 1.9500 |
| Low: | 1.8000 |
| Previous Close: | 2.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.85% | ||
|---|---|---|---|
| 1 Month | -55.50% | ||
| 3 Months | +33.82% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6400 | 1.8200 |
|---|---|---|
| 1M High / 1M Low: | 4.5800 | 1.8200 |
| 6M High / 6M Low: | 4.5800 | 0.5400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2368 | |
| Avg. volume 1M: | 4.5455 | |
| Avg. price 6M: | 2.0739 | |
| Avg. volume 6M: | 82.5039 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 197.73% | |
| Volatility 6M: | 203.70% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
