UniCredit Call 250 TSM 15.01.2025
/ DE000HD3NH15
UniCredit Call 250 TSM 15.01.2025/ DE000HD3NH15 /
| 10/09/2024 16:59:10 |
Chg.-0.019 |
Bid17:38:49 |
Ask17:38:49 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.063EUR |
-23.17% |
0.067
Bid Size: 35,000 |
0.076
Ask Size: 35,000 |
Taiwan Semiconductor... |
250.00 USD |
15/01/2025 |
Call |
Master data
| WKN: |
HD3NH1 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
250.00 USD |
| Maturity: |
15/01/2025 |
| Issue date: |
13/03/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
150.52 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.02 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.43 |
| Historic volatility: |
0.33 |
| Parity: |
-7.90 |
| Time value: |
0.10 |
| Break-even: |
227.52 |
| Moneyness: |
0.65 |
| Premium: |
0.54 |
| Premium p.a.: |
2.47 |
| Spread abs.: |
0.01 |
| Spread %: |
10.11% |
| Delta: |
0.07 |
| Theta: |
-0.02 |
| Omega: |
9.88 |
| Rho: |
0.03 |
Quote data
| Open: |
0.060 |
| High: |
0.063 |
| Low: |
0.060 |
| Previous Close: |
0.082 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.11% |
| 1 Month |
|
|
-65.00% |
| 3 Months |
|
|
-79.68% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.100 |
0.064 |
| 1M High / 1M Low: |
0.200 |
0.064 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.081 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.136 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
278.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
