UC WAR. CALL 12/24 VX1/ DE000HC49PV7 /
2024-09-05 9:40:50 PM | Chg.-1.080 | Bid9:59:45 PM | Ask9:59:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
11.190EUR | -8.80% | 11.360 Bid Size: 3,000 |
- Ask Size: 3,000 |
VERTEX PHARMAC. D... | 350.00 - | 2024-12-18 | Call |
Master data
WKN: | HC49PV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERTEX PHARMAC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 350.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-02-20 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.52 |
Leverage: | Yes |
Calculated values
Fair value: | 8.58 |
---|---|
Intrinsic value: | 8.19 |
Implied volatility: | 0.88 |
Historic volatility: | 0.21 |
Parity: | 8.19 |
Time value: | 4.07 |
Break-even: | 472.60 |
Moneyness: | 1.23 |
Premium: | 0.09 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.76 |
Theta: | -0.32 |
Omega: | 2.68 |
Rho: | 0.59 |
Quote data
Open: | 12.040 |
---|---|
High: | 12.160 |
Low: | 11.130 |
Previous Close: | 12.270 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.24% | ||
---|---|---|---|
1 Month | -10.48% | ||
3 Months | -17.66% | ||
YTD | +31.49% | ||
1 Year | +96.32% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 14.030 | 11.190 |
---|---|---|
1M High / 1M Low: | 14.030 | 11.190 |
6M High / 6M Low: | 15.340 | 6.500 |
High (YTD): | 2024-08-01 | 15.340 |
Low (YTD): | 2024-04-30 | 6.500 |
52W High: | 2024-08-01 | 15.340 |
52W Low: | 2023-11-28 | 4.790 |
Avg. price 1W: | 12.632 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 12.416 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 10.822 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | 9.190 | |
Avg. volume 1Y: | 0.000 | |
Volatility 1M: | 70.15% | |
Volatility 6M: | 65.61% | |
Volatility 1Y: | 86.72% | |
Volatility 3Y: | - |