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: | - |
