UC WAR. CALL 01/25 TSFA/ DE000HD3NH15 /
2024-09-10 1:42:27 PM | Chg.-0.0180 | Bid3:05:52 PM | Ask3:05:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0700EUR | -20.45% | 0.0730 Bid Size: 20,000 |
0.0990 Ask Size: 20,000 |
Taiwan Semiconductor... | 250.00 USD | 2025-01-15 | Call |
Master data
WKN: | HD3NH1 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 250.00 USD |
Maturity: | 2025-01-15 |
Issue date: | 2024-03-13 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 150.52 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.33 |
Parity: | -7.90 |
Time value: | 0.10 |
Break-even: | 227.52 |
Moneyness: | 0.65 |
Premium: | 0.54 |
Premium p.a.: | 2.47 |
Spread abs.: | 0.01 |
Spread %: | 10.11% |
Delta: | 0.07 |
Theta: | -0.02 |
Omega: | 9.88 |
Rho: | 0.03 |
Quote data
Open: | 0.0600 |
---|---|
High: | 0.0700 |
Low: | 0.0600 |
Previous Close: | 0.0880 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.45% | ||
---|---|---|---|
1 Month | -65.00% | ||
3 Months | -78.79% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0990 | 0.0720 |
---|---|---|
1M High / 1M Low: | 0.2100 | 0.0720 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0868 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1411 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 220.86% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |