UC WAR. CALL 06/25 TSFA/ DE000HD6LE41 /
| 02/08/2024 09:41:51 | Chg.-0.1900 | Bid10:13:13 | Ask10:13:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | -16.38% | 0.9500 Bid Size: 8,000 |
1.1000 Ask Size: 8,000 |
Taiwan Semiconductor... | 200.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6LE4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.32 |
| Parity: | -5.34 |
| Time value: | 1.18 |
| Break-even: | 211.80 |
| Moneyness: | 0.73 |
| Premium: | 0.44 |
| Premium p.a.: | 0.52 |
| Spread abs.: | 0.01 |
| Spread %: | 0.85% |
| Delta: | 0.34 |
| Theta: | -0.04 |
| Omega: | 4.24 |
| Rho: | 0.34 |
Quote data
| Open: | 0.9700 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9700 |
| Previous Close: | 1.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.02% | ||
|---|---|---|---|
| 1 Month | -53.14% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4000 | 1.0500 |
|---|---|---|
| 1M High / 1M Low: | 2.7900 | 1.0500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9261 | |
| Avg. volume 1M: | 249.6087 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 191.50% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
