UC WAR. CALL 12/24 VX1/ DE000HC49PX3 /
| 2024-11-11 9:41:34 PM | Chg.-1.140 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.770EUR | -16.50% | 5.650 Bid Size: 6,000 |
5.690 Ask Size: 6,000 |
VERTEX PHARMAC. D... | 450.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC49PX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 450.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.99 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.64 |
|---|---|
| Intrinsic value: | 3.23 |
| Implied volatility: | 0.85 |
| Historic volatility: | 0.22 |
| Parity: | 3.23 |
| Time value: | 3.67 |
| Break-even: | 519.00 |
| Moneyness: | 1.07 |
| Premium: | 0.08 |
| Premium p.a.: | 1.06 |
| Spread abs.: | 0.04 |
| Spread %: | 0.58% |
| Delta: | 0.66 |
| Theta: | -0.67 |
| Omega: | 4.59 |
| Rho: | 0.25 |
Quote data
| Open: | 6.630 |
|---|---|
| High: | 6.970 |
| Low: | 5.770 |
| Previous Close: | 6.910 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.05% | ||
|---|---|---|---|
| 1 Month | +8.66% | ||
| 3 Months | +41.77% | ||
| YTD | +56.79% | ||
| 1 Year | +99.65% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.910 | 4.990 |
|---|---|---|
| 1M High / 1M Low: | 6.910 | 3.600 |
| 6M High / 6M Low: | 7.310 | 2.950 |
| High (YTD): | 2024-08-01 | 7.310 |
| Low (YTD): | 2024-04-30 | 1.890 |
| 52W High: | 2024-08-01 | 7.310 |
| 52W Low: | 2023-11-28 | 1.700 |
| Avg. price 1W: | 5.738 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.691 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.849 | |
| Avg. volume 6M: | .336 | |
| Avg. price 1Y: | 4.105 | |
| Avg. volume 1Y: | .173 | |
| Volatility 1M: | 224.43% | |
| Volatility 6M: | 139.45% | |
| Volatility 1Y: | 146.73% | |
| Volatility 3Y: | - |
