UC WAR. CALL 01/25 TSFA/ DE000HD2CSE3 /
| 2024-11-15 9:40:22 PM | Chg.-0.1800 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.1200EUR | -7.83% | 2.1500 Bid Size: 15,000 |
2.1700 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: | 8.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.44 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.37 |
| Parity: | 0.67 |
| Time value: | 1.50 |
| Break-even: | 191.70 |
| Moneyness: | 1.04 |
| Premium: | 0.08 |
| Premium p.a.: | 0.64 |
| Spread abs.: | 0.02 |
| Spread %: | 0.93% |
| Delta: | 0.62 |
| Theta: | -0.15 |
| Omega: | 5.03 |
| Rho: | 0.14 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.3400 |
| Low: | 2.1200 |
| Previous Close: | 2.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.53% | ||
|---|---|---|---|
| 1 Month | -12.03% | ||
| 3 Months | +8.16% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7100 | 2.1200 |
|---|---|---|
| 1M High / 1M Low: | 3.9500 | 2.1200 |
| 6M High / 6M Low: | 3.9500 | 1.0200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.3840 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9313 | |
| Avg. volume 1M: | 22.5217 | |
| Avg. price 6M: | 2.0726 | |
| Avg. volume 6M: | 52.7879 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 276.90% | |
| Volatility 6M: | 218.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
