UC WAR. CALL 01/25 TSFA/ DE000HD3NH15 /
| 10/11/2024 9:41:15 PM | Chg.+0.0200 | Bid9:55:28 PM | Ask9:55:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2000EUR | +11.11% | 0.2000 Bid Size: 35,000 |
0.2400 Ask Size: 35,000 |
Taiwan Semiconductor... | 250.00 USD | 1/15/2025 | 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: | 1/15/2025 |
| Issue date: | 3/13/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 72.70 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.34 |
| Parity: | -5.41 |
| Time value: | 0.24 |
| Break-even: | 231.02 |
| Moneyness: | 0.76 |
| Premium: | 0.32 |
| Premium p.a.: | 1.94 |
| Spread abs.: | 0.04 |
| Spread %: | 20.00% |
| Delta: | 0.14 |
| Theta: | -0.05 |
| Omega: | 9.95 |
| Rho: | 0.06 |
Quote data
| Open: | 0.1500 |
|---|---|
| High: | 0.2000 |
| Low: | 0.1500 |
| Previous Close: | 0.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +33.33% | ||
|---|---|---|---|
| 1 Month | +53.85% | ||
| 3 Months | -71.43% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2000 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2100 | 0.0870 |
| 6M High / 6M Low: | 0.9200 | 0.0630 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.1860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1440 | |
| Avg. volume 1M: | 2.4545 | |
| Avg. price 6M: | 0.2369 | |
| Avg. volume 6M: | 255.7769 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 361.59% | |
| Volatility 6M: | 334.84% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
