UC WAR. CALL 01/25 ILU/ DE000HD83C63 /
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: | - |