UC WAR. CALL 01/25 TSFA/ DE000HD2CSE3 /
| 2024-08-02 9:41:01 PM | Chg.-0.2800 | Bid9:54:09 PM | Ask9:54:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | -20.44% | 1.0800 Bid Size: 15,000 |
1.1100 Ask Size: 15,000 |
Taiwan Semiconductor... | 170.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD2CSE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 170.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-02-01 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.37 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.32 |
| Parity: | -3.27 |
| Time value: | 1.11 |
| Break-even: | 181.10 |
| Moneyness: | 0.81 |
| Premium: | 0.32 |
| Premium p.a.: | 0.84 |
| Spread abs.: | 0.03 |
| Spread %: | 2.78% |
| Delta: | 0.37 |
| Theta: | -0.06 |
| Omega: | 4.62 |
| Rho: | 0.18 |
Quote data
| Open: | 1.0300 |
|---|---|
| High: | 1.1900 |
| Low: | 1.0300 |
| Previous Close: | 1.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -26.85% | ||
|---|---|---|---|
| 1 Month | -62.15% | ||
| 3 Months | +37.97% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6600 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 3.3100 | 1.0900 |
| 6M High / 6M Low: | 3.3200 | 0.2800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3540 | |
| Avg. volume 1W: | 30.2000 | |
| Avg. price 1M: | 2.1964 | |
| Avg. volume 1M: | 91.6364 | |
| Avg. price 6M: | 1.3562 | |
| Avg. volume 6M: | 51.0472 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 223.50% | |
| Volatility 6M: | 239.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
