UniCredit Call 220 TSM 15.01.2025
/ DE000HD3EBL8
UniCredit Call 220 TSM 15.01.2025/ DE000HD3EBL8 /
| 2024-09-10 1:54:05 PM |
Chg.-0.020 |
Bid3:48:50 PM |
Ask3:48:50 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.210EUR |
-8.70% |
0.190
Bid Size: 20,000 |
0.200
Ask Size: 20,000 |
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: |
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: |
0.210 |
| High: |
0.210 |
| Low: |
0.210 |
| Previous Close: |
0.230 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-4.55% |
| 1 Month |
|
|
-53.33% |
| 3 Months |
|
|
-65.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.270 |
0.190 |
| 1M High / 1M Low: |
0.510 |
0.190 |
| 6M High / 6M Low: |
1.430 |
0.030 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.226 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.364 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.483 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
241.04% |
| Volatility 6M: |
|
1,283.13% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
