UniCredit Call 160 TSM 15.01.2025
/ DE000HD24220
UniCredit Call 160 TSM 15.01.2025/ DE000HD24220 /
| 15/11/2024 21:00:39 |
Chg.-0.20 |
Bid22:00:31 |
Ask22:00:31 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.85EUR |
-6.56% |
-
Bid Size: - |
-
Ask Size: - |
Taiwan Semiconductor... |
160.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD2422 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
160.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
24/01/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.11 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.10 |
| Intrinsic value: |
1.67 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.37 |
| Parity: |
1.67 |
| Time value: |
1.22 |
| Break-even: |
188.90 |
| Moneyness: |
1.10 |
| Premium: |
0.07 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.02 |
| Spread %: |
0.70% |
| Delta: |
0.69 |
| Theta: |
-0.15 |
| Omega: |
4.25 |
| Rho: |
0.15 |
Quote data
| Open: |
3.03 |
| High: |
3.03 |
| Low: |
2.80 |
| Previous Close: |
3.05 |
| Turnover: |
0.00 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-31.33% |
| 1 Month |
|
|
-7.47% |
| 3 Months |
|
|
+15.85% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
3.49 |
2.85 |
| 1M High / 1M Low: |
4.73 |
2.85 |
| 6M High / 6M Low: |
4.73 |
1.33 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.14 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
3.69 |
| Avg. volume 1M: |
|
68.04 |
| Avg. price 6M: |
|
2.59 |
| Avg. volume 6M: |
|
838.90 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
231.52% |
| Volatility 6M: |
|
193.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
