UniCredit Call 140 TSM 15.01.2025
/ DE000HD24204
UniCredit Call 140 TSM 15.01.2025/ DE000HD24204 /
| 10/11/2024 7:26:20 PM |
Chg.+0.330 |
Bid9:59:12 PM |
Ask9:59:12 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.900EUR |
+7.22% |
4.920
Bid Size: 15,000 |
5.000
Ask Size: 15,000 |
Taiwan Semiconductor... |
140.00 - |
1/15/2025 |
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: |
1/15/2025 |
| Issue date: |
1/24/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.50 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.69 |
| Intrinsic value: |
3.45 |
| Implied volatility: |
0.91 |
| Historic volatility: |
0.34 |
| Parity: |
3.45 |
| Time value: |
1.53 |
| Break-even: |
189.80 |
| Moneyness: |
1.25 |
| Premium: |
0.09 |
| Premium p.a.: |
0.38 |
| Spread abs.: |
0.08 |
| Spread %: |
1.63% |
| Delta: |
0.77 |
| Theta: |
-0.14 |
| Omega: |
2.68 |
| Rho: |
0.22 |
Quote data
| Open: |
4.660 |
| High: |
4.900 |
| Low: |
4.660 |
| Previous Close: |
4.570 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+22.19% |
| 1 Month |
|
|
+42.44% |
| 3 Months |
|
|
-5.77% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.900 |
4.440 |
| 1M High / 1M Low: |
4.900 |
3.100 |
| 6M High / 6M Low: |
5.250 |
1.140 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.584 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.886 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
3.211 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
127.70% |
| Volatility 6M: |
|
220.86% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
