UC WAR. CALL 01/25 TSFA/ DE000HD4YVW9 /
| 2024-11-15 9:42:18 PM | Chg.-0.1500 | Bid9:59:06 PM | Ask9:59:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5200EUR | -8.98% | 1.5500 Bid Size: 20,000 |
1.5700 Ask Size: 20,000 |
Taiwan Semiconductor... | 180.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4YVW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-24 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.93 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.37 |
| Parity: | -0.33 |
| Time value: | 1.57 |
| Break-even: | 195.70 |
| Moneyness: | 0.98 |
| Premium: | 0.11 |
| Premium p.a.: | 0.86 |
| Spread abs.: | 0.02 |
| Spread %: | 1.29% |
| Delta: | 0.52 |
| Theta: | -0.15 |
| Omega: | 5.91 |
| Rho: | 0.13 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.7100 |
| Low: | 1.5200 |
| Previous Close: | 1.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.31% | ||
|---|---|---|---|
| 1 Month | -17.39% | ||
| 3 Months | +0.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.0300 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 3.2100 | 1.5200 |
| 6M High / 6M Low: | 3.2100 | 0.7700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.2730 | |
| Avg. volume 1M: | 48.6957 | |
| Avg. price 6M: | 1.6290 | |
| Avg. volume 6M: | 20.9848 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 323.07% | |
| Volatility 6M: | 243.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
