UC WAR. CALL 01/26 ILU/ DE000HD78A21 /
| 07/11/2024 21:40:35 | Chg.+0.1100 | Bid21:57:16 | Ask21:57:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0600EUR | +5.64% | 2.0700 Bid Size: 20,000 |
2.1000 Ask Size: 20,000 |
Illumina Inc | 180.00 USD | 14/01/2026 | Call |
Master data
| WKN: | HD78A2 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 180.00 USD |
| Maturity: | 14/01/2026 |
| Issue date: | 22/07/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.04 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.62 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.38 |
| Parity: | -2.62 |
| Time value: | 2.01 |
| Break-even: | 187.83 |
| Moneyness: | 0.84 |
| Premium: | 0.33 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.03 |
| Spread %: | 1.52% |
| Delta: | 0.49 |
| Theta: | -0.04 |
| Omega: | 3.43 |
| Rho: | 0.58 |
Quote data
| Open: | 1.9500 |
|---|---|
| High: | 2.0600 |
| Low: | 1.9500 |
| Previous Close: | 1.9500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.10% | ||
|---|---|---|---|
| 1 Month | +23.35% | ||
| 3 Months | +38.26% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 1.9500 |
|---|---|---|
| 1M High / 1M Low: | 2.1700 | 1.6000 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8170 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.28% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
