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: |
|
- |
