UC WAR. CALL 06/25 TSFA/ DE000HD6VYY0 /
| 11/14/2024 7:42:30 PM | Chg.0.0000 | Bid8:52:13 PM | Ask8:52:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4100EUR | 0.00% | 0.4000 Bid Size: 30,000 |
0.4100 Ask Size: 30,000 |
Taiwan Semiconductor... | 280.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6VYY |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 280.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 7/3/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 44.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.36 |
| Parity: | -10.33 |
| Time value: | 0.40 |
| Break-even: | 284.00 |
| Moneyness: | 0.63 |
| Premium: | 0.61 |
| Premium p.a.: | 1.23 |
| Spread abs.: | 0.01 |
| Spread %: | 2.56% |
| Delta: | 0.14 |
| Theta: | -0.03 |
| Omega: | 6.35 |
| Rho: | 0.13 |
Quote data
| Open: | 0.3900 |
|---|---|
| High: | 0.4100 |
| Low: | 0.3900 |
| Previous Close: | 0.4100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -29.31% | ||
|---|---|---|---|
| 1 Month | -16.33% | ||
| 3 Months | +13.89% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.4100 |
|---|---|---|
| 1M High / 1M Low: | 0.8100 | 0.4100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5396 | |
| Avg. volume 1M: | 4.3478 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 364.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
