UniCredit Call 130 TSM 19.06.2024
/ DE000HD2PLR2
UniCredit Call 130 TSM 19.06.2024/ DE000HD2PLR2 /
| 14/06/2024 18:53:37 |
Chg.0.00 |
Bid19:44:24 |
Ask19:44:24 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.00EUR |
0.00% |
4.06
Bid Size: 4,000 |
-
Ask Size: - |
Taiwan Semiconductor... |
130.00 - |
19/06/2024 |
Call |
Master data
| WKN: |
HD2PLR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Taiwan Semiconductor Manufacturing Co Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
19/06/2024 |
| Issue date: |
15/02/2024 |
| Last trading day: |
18/06/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.11 |
| Intrinsic value: |
3.10 |
| Implied volatility: |
3.12 |
| Historic volatility: |
0.29 |
| Parity: |
3.10 |
| Time value: |
0.91 |
| Break-even: |
170.10 |
| Moneyness: |
1.24 |
| Premium: |
0.06 |
| Premium p.a.: |
53.53 |
| Spread abs.: |
0.01 |
| Spread %: |
0.25% |
| Delta: |
0.78 |
| Theta: |
-1.75 |
| Omega: |
3.13 |
| Rho: |
0.01 |
Quote data
| Open: |
3.95 |
| High: |
4.01 |
| Low: |
3.92 |
| Previous Close: |
4.00 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+32.01% |
| 1 Month |
|
|
+97.04% |
| 3 Months |
|
|
+151.57% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.04 |
3.03 |
| 1M High / 1M Low: |
4.04 |
1.85 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.58 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
2.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
229.38% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
