UC WAR. CALL 06/25 ILU/ DE000HD789U5 /
| 2024-11-07 9:41:10 PM | Chg.+0.0800 | Bid9:57:16 PM | Ask9:57:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6800EUR | +13.33% | 0.6800 Bid Size: 25,000 |
0.7100 Ask Size: 25,000 |
Illumina Inc | 200.00 USD | 2025-06-18 | Call |
Master data
| WKN: | HD789U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-07-22 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.38 |
| Parity: | -4.49 |
| Time value: | 0.65 |
| Break-even: | 192.86 |
| Moneyness: | 0.76 |
| Premium: | 0.36 |
| Premium p.a.: | 0.66 |
| Spread abs.: | 0.03 |
| Spread %: | 4.84% |
| Delta: | 0.27 |
| Theta: | -0.04 |
| Omega: | 5.84 |
| Rho: | 0.19 |
Quote data
| Open: | 0.5800 |
|---|---|
| High: | 0.6800 |
| Low: | 0.5800 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +23.64% | ||
|---|---|---|---|
| 1 Month | +7.94% | ||
| 3 Months | +36.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7800 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 0.7800 | 0.5100 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6165 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 175.89% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
