UC WAR. CALL 06/25 TSFA/ DE000HD6LE66 /
| 11/10/2024 08:00:23 | Chg.-0.0200 | Bid09:00:00 | Ask09:00:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2600EUR | -7.14% | 0.2800 Bid Size: 10,000 |
0.3400 Ask Size: 10,000 |
Taiwan Semiconductor... | 300.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6LE6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 300.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 57.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.34 |
| Parity: | -12.90 |
| Time value: | 0.30 |
| Break-even: | 303.00 |
| Moneyness: | 0.57 |
| Premium: | 0.77 |
| Premium p.a.: | 1.30 |
| Spread abs.: | 0.01 |
| Spread %: | 3.45% |
| Delta: | 0.11 |
| Theta: | -0.03 |
| Omega: | 6.31 |
| Rho: | 0.11 |
Quote data
| Open: | 0.2600 |
|---|---|
| High: | 0.2600 |
| Low: | 0.2600 |
| Previous Close: | 0.2800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.00% | ||
|---|---|---|---|
| 1 Month | +23.81% | ||
| 3 Months | -62.32% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2500 |
|---|---|---|
| 1M High / 1M Low: | 0.3000 | 0.1600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2295 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
