UC WAR. CALL 01/25 TSFA/ DE000HD5SB30 /
| 11/14/2024 7:41:40 PM | Chg.0.0000 | Bid9:01:06 PM | Ask9:01:06 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | 0.00% | 0.2500 Bid Size: 35,000 |
0.2600 Ask Size: 35,000 |
Taiwan Semiconductor... | 230.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD5SB3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 230.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/22/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 70.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.53 |
| Historic volatility: | 0.36 |
| Parity: | -5.33 |
| Time value: | 0.25 |
| Break-even: | 232.50 |
| Moneyness: | 0.77 |
| Premium: | 0.32 |
| Premium p.a.: | 4.04 |
| Spread abs.: | 0.01 |
| Spread %: | 4.17% |
| Delta: | 0.14 |
| Theta: | -0.07 |
| Omega: | 9.90 |
| Rho: | 0.04 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2800 |
| Low: | 0.2200 |
| Previous Close: | 0.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -46.00% | ||
|---|---|---|---|
| 1 Month | -41.30% | ||
| 3 Months | -12.90% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.2700 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.2700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4878 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 572.26% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
