UC WAR. CALL 06/25 TSFA/ DE000HD6LE33 /
| 2024-08-02 8:16:29 AM | Chg.-0.2400 | Bid2024-08-02 | Ask2024-08-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4300EUR | -14.37% | 1.4300 Bid Size: 3,000 |
1.6700 Ask Size: 3,000 |
Taiwan Semiconductor... | 180.00 - | 2025-06-18 | Call |
Master data
| WKN: | HD6LE3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 - |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-06-26 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.31 |
| Parity: | -2.68 |
| Time value: | 2.01 |
| Break-even: | 200.10 |
| Moneyness: | 0.85 |
| Premium: | 0.31 |
| Premium p.a.: | 0.36 |
| Spread abs.: | 0.01 |
| Spread %: | 0.50% |
| Delta: | 0.48 |
| Theta: | -0.05 |
| Omega: | 3.64 |
| Rho: | 0.47 |
Quote data
| Open: | 1.4300 |
|---|---|
| High: | 1.4300 |
| Low: | 1.4300 |
| Previous Close: | 1.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.99% | ||
|---|---|---|---|
| 1 Month | -47.81% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9900 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 3.6000 | 1.5200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7520 | |
| Avg. volume 1W: | 50.4000 | |
| Avg. price 1M: | 2.5813 | |
| Avg. volume 1M: | 37.7391 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 179.68% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
