UniCredit Call 145 TSM 19.06.2024
/ DE000HD4YVU3
UniCredit Call 145 TSM 19.06.2024/ DE000HD4YVU3 /
| 06/06/2024 15:08:57 |
Chg.+0.240 |
Bid21:58:59 |
Ask06/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.840EUR |
+15.00% |
-
Bid Size: - |
-
Ask Size: - |
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: |
1.810 |
| High: |
1.970 |
| Low: |
1.810 |
| Previous Close: |
1.600 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+54.62% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
1.840 |
0.690 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
1.196 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
549.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
