UniCredit Call 220 TSM 15.01.2025
/ DE000HD3EBL8
UniCredit Call 220 TSM 15.01.2025/ DE000HD3EBL8 /
| 10/09/2024 15:49:39 |
Chg.-0.060 |
Bid15:55:05 |
Ask15:55:05 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-24.00% |
0.200
Bid Size: 35,000 |
0.210
Ask Size: 35,000 |
Taiwan Semiconductor... |
220.00 - |
15/01/2025 |
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: |
15/01/2025 |
| Issue date: |
06/03/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
56.73 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.52 |
| Historic volatility: |
0.33 |
| Parity: |
-7.25 |
| Time value: |
0.26 |
| Break-even: |
222.60 |
| Moneyness: |
0.67 |
| Premium: |
0.51 |
| Premium p.a.: |
2.26 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
7.43 |
| Rho: |
0.06 |
Quote data
| Open: |
0.200 |
| High: |
0.220 |
| Low: |
0.190 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.39% |
| 1 Month |
|
|
-58.70% |
| 3 Months |
|
|
-69.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.260 |
0.190 |
| 1M High / 1M Low: |
0.490 |
0.190 |
| 6M High / 6M Low: |
1.450 |
0.130 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.234 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.361 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
223.56% |
| Volatility 6M: |
|
273.04% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
