UniCredit Call 130 ILMN 15.01.2025
/ DE000HD83C63
UniCredit Call 130 ILMN 15.01.202.../ DE000HD83C63 /
| 11/8/2024 7:30:20 PM |
Chg.-0.180 |
Bid9:56:58 PM |
Ask9:56:58 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.370EUR |
-7.06% |
2.310
Bid Size: 12,000 |
2.340
Ask Size: 12,000 |
Illumina Inc |
130.00 USD |
1/15/2025 |
Call |
Master data
| WKN: |
HD83C6 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 USD |
| Maturity: |
1/15/2025 |
| Issue date: |
8/20/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.54 |
| Intrinsic value: |
2.33 |
| Implied volatility: |
0.47 |
| Historic volatility: |
0.38 |
| Parity: |
2.33 |
| Time value: |
0.33 |
| Break-even: |
147.02 |
| Moneyness: |
1.19 |
| Premium: |
0.02 |
| Premium p.a.: |
0.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.14% |
| Delta: |
0.84 |
| Theta: |
-0.06 |
| Omega: |
4.56 |
| Rho: |
0.18 |
Quote data
| Open: |
2.590 |
| High: |
2.670 |
| Low: |
2.300 |
| Previous Close: |
2.550 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+4.41% |
| 1 Month |
|
|
+39.41% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.970 |
2.370 |
| 1M High / 1M Low: |
2.970 |
1.700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.590 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.181 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
170.14% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
