UC WAR. CALL 06/25 TSFA/ DE000HD6LE41 /
| 11/14/2024 7:42:04 PM | Chg.+0.0200 | Bid8:22:27 PM | Ask8:22:27 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8800EUR | +1.08% | 1.8700 Bid Size: 25,000 |
1.8800 Ask Size: 25,000 |
Taiwan Semiconductor... | 200.00 - | 6/18/2025 | 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: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.23 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.36 |
| Parity: | -2.33 |
| Time value: | 1.82 |
| Break-even: | 218.20 |
| Moneyness: | 0.88 |
| Premium: | 0.24 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.01 |
| Spread %: | 0.55% |
| Delta: | 0.46 |
| Theta: | -0.06 |
| Omega: | 4.43 |
| Rho: | 0.37 |
Quote data
| Open: | 1.8500 |
|---|---|
| High: | 1.9500 |
| Low: | 1.8500 |
| Previous Close: | 1.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -25.40% | ||
|---|---|---|---|
| 1 Month | -14.93% | ||
| 3 Months | +27.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5300 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 3.0500 | 1.8600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.2160 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3261 | |
| Avg. volume 1M: | 4 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.61% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
