UniCredit Call 150 TSM 15.01.2025
/ DE000HD24212
UniCredit Call 150 TSM 15.01.2025/ DE000HD24212 /
2024-09-10 3:47:52 PM |
Chg.-0.150 |
Bid4:04:48 PM |
Ask4:04:48 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.030EUR |
-6.88% |
2.020 Bid Size: 20,000 |
2.030 Ask Size: 20,000 |
Taiwan Semiconductor... |
150.00 - |
2025-01-15 |
Call |
Master data
WKN: |
HD2421 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
150.00 - |
Maturity: |
2025-01-15 |
Issue date: |
2024-01-24 |
Last trading day: |
2025-01-14 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
6.56 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.11 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.66 |
Historic volatility: |
0.33 |
Parity: |
-0.25 |
Time value: |
2.25 |
Break-even: |
172.50 |
Moneyness: |
0.98 |
Premium: |
0.17 |
Premium p.a.: |
0.57 |
Spread abs.: |
0.01 |
Spread %: |
0.45% |
Delta: |
0.57 |
Theta: |
-0.09 |
Omega: |
3.75 |
Rho: |
0.22 |
Quote data
Open: |
2.090 |
High: |
2.150 |
Low: |
2.030 |
Previous Close: |
2.180 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-6.45% |
1 Month |
|
|
-27.50% |
3 Months |
|
|
-29.02% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
2.260 |
1.880 |
1M High / 1M Low: |
3.110 |
1.880 |
6M High / 6M Low: |
4.520 |
0.860 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
2.134 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.654 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
2.357 |
Avg. volume 6M: |
|
15.938 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
137.61% |
Volatility 6M: |
|
252.99% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |