UniCredit Call 140 TSM 15.01.2025
/ DE000HD24204
UniCredit Call 140 TSM 15.01.2025/ DE000HD24204 /
2024-09-10 3:45:53 PM |
Chg.-0.190 |
Bid4:04:34 PM |
Ask4:04:34 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.600EUR |
-6.81% |
2.600 Bid Size: 20,000 |
2.610 Ask Size: 20,000 |
Taiwan Semiconductor... |
140.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HD2420 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
140.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2024-01-24 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.18 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.62 |
Intrinsic value: |
0.75 |
Implied volatility: |
0.71 |
Historic volatility: |
0.33 |
Parity: |
0.75 |
Time value: |
2.10 |
Break-even: |
168.50 |
Moneyness: |
1.05 |
Premium: |
0.14 |
Premium p.a.: |
0.47 |
Spread abs.: |
0.01 |
Spread %: |
0.35% |
Delta: |
0.64 |
Theta: |
-0.10 |
Omega: |
3.32 |
Rho: |
0.23 |
Quote data
Open: |
2.690 |
High: |
2.730 |
Low: |
2.590 |
Previous Close: |
2.790 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.47% |
1 Month |
|
|
-24.42% |
3 Months |
|
|
-25.71% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.880 |
2.410 |
1M High / 1M Low: |
3.810 |
2.410 |
6M High / 6M Low: |
5.250 |
1.140 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.732 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
3.298 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.888 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.02% |
Volatility 6M: |
|
218.30% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |