UC WAR. CALL 01/25 TSFA/ DE000HD2NA05 /
| 2024-08-02 9:42:12 PM | Chg.-0.1600 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | -25.40% | 0.4600 Bid Size: 15,000 |
0.4900 Ask Size: 15,000 |
Taiwan Semiconductor... | 200.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD2NA0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-02-14 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 28.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.06 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.54 |
| Historic volatility: | 0.32 |
| Parity: | -6.27 |
| Time value: | 0.49 |
| Break-even: | 204.90 |
| Moneyness: | 0.69 |
| Premium: | 0.49 |
| Premium p.a.: | 1.42 |
| Spread abs.: | 0.03 |
| Spread %: | 6.52% |
| Delta: | 0.21 |
| Theta: | -0.05 |
| Omega: | 5.79 |
| Rho: | 0.11 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.5300 |
| Low: | 0.3800 |
| Previous Close: | 0.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.88% | ||
|---|---|---|---|
| 1 Month | -71.17% | ||
| 3 Months | +34.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7700 | 0.4700 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 0.4700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1741 | |
| Avg. volume 1M: | 157.2273 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 270.56% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
