UC WAR. CALL 01/25 ILU/ DE000HD83C63 /
| 11/12/2024 7:41:18 PM | Chg.-0.1900 | Bid9:00:03 PM | Ask9:00:03 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2200EUR | -7.88% | 2.1300 Bid Size: 12,000 |
2.1600 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: | - |
