UniCredit Call 220 TSM 15.01.2025
/ DE000HD3EBL8
UniCredit Call 220 TSM 15.01.2025/ DE000HD3EBL8 /
| 2024-08-02 7:35:37 PM |
Chg.-0.110 |
Bid9:52:37 PM |
Ask9:52:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.240EUR |
-31.43% |
0.250
Bid Size: 15,000 |
0.280
Ask Size: 15,000 |
Taiwan Semiconductor... |
220.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD3EBL |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
220.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-03-06 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
49.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.32 |
| Parity: |
-8.27 |
| Time value: |
0.28 |
| Break-even: |
222.80 |
| Moneyness: |
0.62 |
| Premium: |
0.62 |
| Premium p.a.: |
1.92 |
| Spread abs.: |
0.03 |
| Spread %: |
12.00% |
| Delta: |
0.13 |
| Theta: |
-0.03 |
| Omega: |
6.51 |
| Rho: |
0.07 |
Quote data
| Open: |
0.160 |
| High: |
0.290 |
| Low: |
0.160 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-38.46% |
| 1 Month |
|
|
-77.78% |
| 3 Months |
|
|
+26.32% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.420 |
0.240 |
| 1M High / 1M Low: |
1.300 |
0.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.330 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.755 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
297.97% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
