UniCredit Call 200 TSM 15.01.2025
/ DE000HD2NA05
UniCredit Call 200 TSM 15.01.2025/ DE000HD2NA05 /
| 2024-09-10 3:55:58 PM |
Chg.-0.070 |
Bid4:04:28 PM |
Ask4:04:28 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.420EUR |
-14.29% |
0.410
Bid Size: 35,000 |
0.420
Ask Size: 35,000 |
Taiwan Semiconductor... |
200.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD2NA0 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
200.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
28.92 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.53 |
| Historic volatility: |
0.33 |
| Parity: |
-5.25 |
| Time value: |
0.51 |
| Break-even: |
205.10 |
| Moneyness: |
0.74 |
| Premium: |
0.39 |
| Premium p.a.: |
1.58 |
| Spread abs.: |
0.01 |
| Spread %: |
2.00% |
| Delta: |
0.22 |
| Theta: |
-0.06 |
| Omega: |
6.39 |
| Rho: |
0.10 |
Quote data
| Open: |
0.430 |
| High: |
0.460 |
| Low: |
0.400 |
| Previous Close: |
0.490 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-10.64% |
| 1 Month |
|
|
-49.40% |
| 3 Months |
|
|
-57.58% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.390 |
| 1M High / 1M Low: |
0.900 |
0.390 |
| 6M High / 6M Low: |
2.040 |
0.210 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.474 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.686 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.767 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
203.61% |
| Volatility 6M: |
|
243.08% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
