UC WAR. CALL 01/25 VX1/ DE000HC49Q04 /
| 2024-10-18 9:42:35 PM | Chg.-1.190 | Bid9:59:51 PM | Ask9:59:51 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 8.780EUR | -11.94% | 8.730 Bid Size: 6,000 |
8.770 Ask Size: 6,000 |
VERTEX PHARMAC. D... | 400.00 - | 2025-01-15 | Call |
Master data
| WKN: | HC49Q0 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 400.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.08 |
|---|---|
| Intrinsic value: | 4.44 |
| Implied volatility: | 0.75 |
| Historic volatility: | 0.22 |
| Parity: | 4.44 |
| Time value: | 4.35 |
| Break-even: | 487.90 |
| Moneyness: | 1.11 |
| Premium: | 0.10 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.04 |
| Spread %: | 0.46% |
| Delta: | 0.69 |
| Theta: | -0.35 |
| Omega: | 3.48 |
| Rho: | 0.53 |
Quote data
| Open: | 9.840 |
|---|---|
| High: | 10.010 |
| Low: | 8.780 |
| Previous Close: | 9.970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.57% | ||
|---|---|---|---|
| 1 Month | +5.02% | ||
| 3 Months | -12.11% | ||
| YTD | +47.32% | ||
| 1 Year | +89.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 9.970 | 8.780 |
|---|---|---|
| 1M High / 1M Low: | 9.970 | 6.290 |
| 6M High / 6M Low: | 11.360 | 4.010 |
| High (YTD): | 2024-08-01 | 11.360 |
| Low (YTD): | 2024-04-30 | 4.010 |
| 52W High: | 2024-08-01 | 11.360 |
| 52W Low: | 2023-11-28 | 3.140 |
| Avg. price 1W: | 9.124 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 7.703 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 8.101 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 6.872 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 108.35% | |
| Volatility 6M: | 88.23% | |
| Volatility 1Y: | 104.77% | |
| Volatility 3Y: | - |
