UniCredit Call 140 TSM 15.01.2025
/ DE000HD24204
UniCredit Call 140 TSM 15.01.2025/ DE000HD24204 /
| 10/07/2024 09:35:26 |
Chg.+0.21 |
Bid11:39:53 |
Ask11:39:53 |
Underlying |
Strike price |
Expiration date |
Option type |
| 5.03EUR |
+4.36% |
5.04
Bid Size: 3,000 |
5.21
Ask Size: 3,000 |
Taiwan Semiconductor... |
140.00 - |
15/01/2025 |
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: |
15/01/2025 |
| Issue date: |
24/01/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
3.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.57 |
| Intrinsic value: |
3.06 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.29 |
| Parity: |
3.06 |
| Time value: |
1.79 |
| Break-even: |
188.50 |
| Moneyness: |
1.22 |
| Premium: |
0.10 |
| Premium p.a.: |
0.21 |
| Spread abs.: |
0.01 |
| Spread %: |
0.21% |
| Delta: |
0.76 |
| Theta: |
-0.08 |
| Omega: |
2.66 |
| Rho: |
0.42 |
Quote data
| Open: |
5.03 |
| High: |
5.03 |
| Low: |
5.03 |
| Previous Close: |
4.82 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.54% |
| 1 Month |
|
|
+44.96% |
| 3 Months |
|
|
+121.59% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.96 |
4.43 |
| 1M High / 1M Low: |
5.26 |
3.39 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.75 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
4.22 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
129.83% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
