UC WAR. CALL 06/25 TSFA/ DE000HD6LE58 /
| 11/14/2024 5:41:42 PM | Chg.+0.0200 | Bid6:36:09 PM | Ask6:36:09 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | +2.86% | 0.6900 Bid Size: 35,000 |
0.7000 Ask Size: 35,000 |
Taiwan Semiconductor... | 250.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6LE5 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 250.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 25.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.36 |
| Parity: | -7.33 |
| Time value: | 0.69 |
| Break-even: | 256.90 |
| Moneyness: | 0.71 |
| Premium: | 0.45 |
| Premium p.a.: | 0.88 |
| Spread abs.: | 0.01 |
| Spread %: | 1.47% |
| Delta: | 0.23 |
| Theta: | -0.05 |
| Omega: | 5.76 |
| Rho: | 0.19 |
Quote data
| Open: | 0.6800 |
|---|---|
| High: | 0.7200 |
| Low: | 0.6800 |
| Previous Close: | 0.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -28.00% | ||
|---|---|---|---|
| 1 Month | -17.24% | ||
| 3 Months | +20.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0100 | 0.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.7000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8560 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9335 | |
| Avg. volume 1M: | 73.6522 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 331.25% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
