UC WAR. CALL 01/26 ILU/ DE000HD78A13 /
| 07/11/2024 21:40:05 | Chg.+0.1600 | Bid21:57:11 | Ask21:57:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2000EUR | +5.26% | 3.2100 Bid Size: 15,000 |
3.2400 Ask Size: 15,000 |
Illumina Inc | 150.00 USD | 14/01/2026 | Call |
Master data
| WKN: | HD78A1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 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: | 4.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.46 |
| Historic volatility: | 0.38 |
| Parity: | 0.17 |
| Time value: | 2.93 |
| Break-even: | 170.77 |
| Moneyness: | 1.01 |
| Premium: | 0.21 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.03 |
| Spread %: | 0.98% |
| Delta: | 0.64 |
| Theta: | -0.04 |
| Omega: | 2.90 |
| Rho: | 0.70 |
Quote data
| Open: | 3.0400 |
|---|---|
| High: | 3.2000 |
| Low: | 3.0400 |
| Previous Close: | 3.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.96% | ||
|---|---|---|---|
| 1 Month | +22.61% | ||
| 3 Months | +62.44% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2800 | 2.6900 |
|---|---|---|
| 1M High / 1M Low: | 3.2800 | 2.4800 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.0480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
