UC WAR. CALL 01/25 VX1/ DE000HD4WDG4 /
| 2024-11-12 9:40:51 AM | Chg.-0.2700 | Bid9:43:45 AM | Ask9:43:45 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.0400EUR | -6.26% | 4.0500 Bid Size: 1,000 |
4.3100 Ask Size: 1,000 |
VERTEX PHARMAC. D... | 480.00 - | 2025-01-15 | Call |
Master data
| WKN: | HD4WDG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-04-22 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.07 |
|---|---|
| Intrinsic value: | 0.23 |
| Implied volatility: | 0.63 |
| Historic volatility: | 0.22 |
| Parity: | 0.23 |
| Time value: | 5.08 |
| Break-even: | 533.10 |
| Moneyness: | 1.00 |
| Premium: | 0.11 |
| Premium p.a.: | 0.75 |
| Spread abs.: | 0.04 |
| Spread %: | 0.76% |
| Delta: | 0.57 |
| Theta: | -0.41 |
| Omega: | 5.16 |
| Rho: | 0.39 |
Quote data
| Open: | 4.0300 |
|---|---|
| High: | 4.0400 |
| Low: | 4.0300 |
| Previous Close: | 4.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.94% | ||
|---|---|---|---|
| 1 Month | +9.78% | ||
| 3 Months | +31.17% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.3000 | 3.6200 |
|---|---|---|
| 1M High / 1M Low: | 5.3000 | 2.6700 |
| 6M High / 6M Low: | 5.7700 | 2.2900 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.3060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4800 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.7069 | |
| Avg. volume 6M: | 5.3435 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 249.13% | |
| Volatility 6M: | 152.04% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
