UC WAR. CALL 06/26 ILU/ DE000HD78A62 /
| 04/10/2024 21:41:48 | Chg.+0.2400 | Bid21:54:40 | Ask21:54:40 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8000EUR | +15.38% | 1.8000 Bid Size: 25,000 |
1.8100 Ask Size: 25,000 |
Illumina Inc | 200.00 USD | 17/06/2026 | Call |
Master data
| WKN: | HD78A6 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Illumina Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 200.00 USD |
| Maturity: | 17/06/2026 |
| Issue date: | 22/07/2024 |
| Last trading day: | 16/06/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.97 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.39 |
| Parity: | -5.34 |
| Time value: | 1.85 |
| Break-even: | 200.73 |
| Moneyness: | 0.71 |
| Premium: | 0.56 |
| Premium p.a.: | 0.30 |
| Spread abs.: | 0.05 |
| Spread %: | 2.78% |
| Delta: | 0.43 |
| Theta: | -0.03 |
| Omega: | 3.03 |
| Rho: | 0.64 |
Quote data
| Open: | 1.5500 |
|---|---|
| High: | 1.8000 |
| Low: | 1.5500 |
| Previous Close: | 1.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +32.35% | ||
|---|---|---|---|
| 1 Month | +34.33% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8000 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.8000 | 1.1200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3255 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.32% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
