UC WAR. CALL 01/25 ILU/  DE000HD83C63  /

gettex Zertifikate
11/12/2024  7:41:18 PM Chg.-0.1900 Bid8:38:05 PM Ask8:38:05 PM Underlying Strike price Expiration date Option type
2.2200EUR -7.88% 2.2200
Bid Size: 12,000
2.2300
Ask Size: 12,000
Illumina Inc 130.00 USD 1/15/2025 Call
 

Master data

WKN: HD83C6
Issuer: UniCredit
Currency: EUR
Underlying: Illumina Inc
Type: Warrant
Option type: Call
Strike price: 130.00 USD
Maturity: 1/15/2025
Issue date: 8/20/2024
Last trading day: 1/14/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 5.92
Leverage: Yes

Calculated values

Fair value: 2.25
Intrinsic value: 2.02
Implied volatility: 0.48
Historic volatility: 0.37
Parity: 2.02
Time value: 0.38
Break-even: 145.92
Moneyness: 1.17
Premium: 0.03
Premium p.a.: 0.16
Spread abs.: 0.03
Spread %: 1.27%
Delta: 0.81
Theta: -0.07
Omega: 4.82
Rho: 0.16
 

Quote data

Open: 2.3200
High: 2.3400
Low: 2.2200
Previous Close: 2.4100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -17.78%
1 Month  
+3.26%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.7000 2.2600
1M High / 1M Low: 2.7000 1.8100
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.4680
Avg. volume 1W:   0.0000
Avg. price 1M:   2.2057
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   137.75%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -