UC WAR. CALL 06/24 TSFA/ DE000HD4YVU3 /
| 06/06/2024 13:40:29 | Chg.- | Bid15:11:13 | Ask06/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.9300EUR | - | 1.8100 Bid Size: 8,000 |
- Ask Size: 3,000 |
Taiwan Semiconductor... | 145.00 - | 19/06/2024 | Call |
Master data
| WKN: | HD4YVU |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Taiwan Semiconductor Manufacturing Co Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 145.00 - |
| Maturity: | 19/06/2024 |
| Issue date: | 24/04/2024 |
| Last trading day: | 07/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.60 |
| Implied volatility: | 1.10 |
| Historic volatility: | 0.29 |
| Parity: | 1.60 |
| Time value: | 0.24 |
| Break-even: | 163.40 |
| Moneyness: | 1.11 |
| Premium: | 0.01 |
| Premium p.a.: | 1.90 |
| Spread abs.: | 0.25 |
| Spread %: | 15.72% |
| Delta: | 0.81 |
| Theta: | -0.57 |
| Omega: | 7.10 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.9300 |
| Low: | 1.6900 |
| Previous Close: | 1.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +103.16% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 0.7200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.1844 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 511.98% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
