UniCredit Call 150 ILMN 18.12.2024
/ DE000HD78994
UniCredit Call 150 ILMN 18.12.202.../ DE000HD78994 /
| 08/11/2024 09:35:30 |
Chg.-0.020 |
Bid12:06:58 |
Ask12:06:58 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.970EUR |
-2.02% |
1.040
Bid Size: 4,000 |
1.110
Ask Size: 4,000 |
Illumina Inc |
150.00 USD |
18/12/2024 |
Call |
Master data
| WKN: |
HD7899 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Illumina Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
150.00 USD |
| Maturity: |
18/12/2024 |
| Issue date: |
22/07/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
13.69 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.48 |
| Implied volatility: |
0.41 |
| Historic volatility: |
0.38 |
| Parity: |
0.48 |
| Time value: |
0.57 |
| Break-even: |
149.45 |
| Moneyness: |
1.03 |
| Premium: |
0.04 |
| Premium p.a.: |
0.43 |
| Spread abs.: |
0.03 |
| Spread %: |
2.94% |
| Delta: |
0.63 |
| Theta: |
-0.10 |
| Omega: |
8.68 |
| Rho: |
0.09 |
Quote data
| Open: |
0.970 |
| High: |
0.970 |
| Low: |
0.970 |
| Previous Close: |
0.990 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.04% |
| 1 Month |
|
|
+22.78% |
| 3 Months |
|
|
+22.78% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.370 |
0.960 |
| 1M High / 1M Low: |
1.370 |
0.660 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.140 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.896 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
252.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
