UniCredit Call 120 TSM 15.01.2025
/ DE000HD241Z6
UniCredit Call 120 TSM 15.01.2025/ DE000HD241Z6 /
| 8/2/2024 7:28:05 PM |
Chg.-0.660 |
Bid9:59:29 PM |
Ask9:59:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.470EUR |
-15.98% |
3.470
Bid Size: 8,000 |
3.500
Ask Size: 8,000 |
Taiwan Semiconductor... |
120.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD241Z |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
120.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.30 |
| Intrinsic value: |
1.73 |
| Implied volatility: |
0.71 |
| Historic volatility: |
0.32 |
| Parity: |
1.73 |
| Time value: |
1.77 |
| Break-even: |
155.00 |
| Moneyness: |
1.14 |
| Premium: |
0.13 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
0.03 |
| Spread %: |
0.86% |
| Delta: |
0.71 |
| Theta: |
-0.07 |
| Omega: |
2.79 |
| Rho: |
0.28 |
Quote data
| Open: |
3.580 |
| High: |
3.620 |
| Low: |
3.370 |
| Previous Close: |
4.130 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.68% |
| 1 Month |
|
|
-44.92% |
| 3 Months |
|
|
+23.05% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.590 |
3.470 |
| 1M High / 1M Low: |
6.830 |
3.470 |
| 6M High / 6M Low: |
6.830 |
1.410 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.056 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
5.318 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.717 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
144.51% |
| Volatility 6M: |
|
144.93% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
