UC WAR. CALL 06/25 ILU/ DE000HD789S9 /
| 11/7/2024 9:42:17 PM | Chg.+0.1400 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8400EUR | +8.24% | 1.8400 Bid Size: 15,000 |
1.8700 Ask Size: 15,000 |
Illumina Inc | 160.00 USD | 6/18/2025 | Call |
Master data
| WKN: | HD789S |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 160.00 USD |
| Maturity: | 6/18/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.38 |
| Parity: | -0.76 |
| Time value: | 1.74 |
| Break-even: | 166.49 |
| Moneyness: | 0.95 |
| Premium: | 0.18 |
| Premium p.a.: | 0.31 |
| Spread abs.: | 0.03 |
| Spread %: | 1.75% |
| Delta: | 0.53 |
| Theta: | -0.05 |
| Omega: | 4.31 |
| Rho: | 0.35 |
Quote data
| Open: | 1.6800 |
|---|---|
| High: | 1.8400 |
| Low: | 1.6800 |
| Previous Close: | 1.7000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.75% | ||
|---|---|---|---|
| 1 Month | +28.67% | ||
| 3 Months | +46.03% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9100 | 1.7000 |
|---|---|---|
| 1M High / 1M Low: | 1.9100 | 1.3500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.5848 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 122.94% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
