UniCredit Call 130 ILU 18.09.2024
/ DE000HD5J1V3
UniCredit Call 130 ILU 18.09.2024/ DE000HD5J1V3 /
| 2024-06-14 7:34:31 PM |
Chg.+0.050 |
Bid9:55:46 PM |
Ask9:55:46 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.460EUR |
+12.20% |
0.460
Bid Size: 35,000 |
0.480
Ask Size: 35,000 |
ILLUMINA INC. D... |
130.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HD5J1V |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
ILLUMINA INC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
130.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2024-05-13 |
| Last trading day: |
2024-09-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
21.15 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.37 |
| Parity: |
-2.85 |
| Time value: |
0.48 |
| Break-even: |
134.80 |
| Moneyness: |
0.78 |
| Premium: |
0.33 |
| Premium p.a.: |
1.97 |
| Spread abs.: |
0.02 |
| Spread %: |
4.35% |
| Delta: |
0.28 |
| Theta: |
-0.06 |
| Omega: |
5.91 |
| Rho: |
0.06 |
Quote data
| Open: |
0.340 |
| High: |
0.480 |
| Low: |
0.330 |
| Previous Close: |
0.410 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-33.33% |
| 1 Month |
|
|
-46.51% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.560 |
0.180 |
| 1M High / 1M Low: |
0.860 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.412 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.486 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
645.65% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
