UC WAR. CALL 12/24 VX1/ DE000HC49PV7 /
| 11/11/2024 21:40:39 | Chg.-1.220 | Bid21:59:51 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 14.520EUR | -7.75% | 14.410 Bid Size: 4,000 |
- Ask Size: - |
VERTEX PHARMAC. D... | 350.00 - | 18/12/2024 | Call |
Master data
| WKN: | HC49PV |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 350.00 - |
| Maturity: | 18/12/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.05 |
| Leverage: | Yes |
Calculated values
| Fair value: | 13.34 |
|---|---|
| Intrinsic value: | 13.23 |
| Implied volatility: | 1.40 |
| Historic volatility: | 0.22 |
| Parity: | 13.23 |
| Time value: | 2.57 |
| Break-even: | 508.00 |
| Moneyness: | 1.38 |
| Premium: | 0.05 |
| Premium p.a.: | 0.67 |
| Spread abs.: | 0.05 |
| Spread %: | 0.32% |
| Delta: | 0.83 |
| Theta: | -0.76 |
| Omega: | 2.53 |
| Rho: | 0.25 |
Quote data
| Open: | 15.600 |
|---|---|
| High: | 15.990 |
| Low: | 14.520 |
| Previous Close: | 15.740 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.53% | ||
|---|---|---|---|
| 1 Month | +14.15% | ||
| 3 Months | +29.07% | ||
| YTD | +70.62% | ||
| 1 Year | +111.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 15.740 | 13.600 |
|---|---|---|
| 1M High / 1M Low: | 15.740 | 11.400 |
| 6M High / 6M Low: | 15.740 | 8.870 |
| High (YTD): | 08/11/2024 | 15.740 |
| Low (YTD): | 30/04/2024 | 6.500 |
| 52W High: | 08/11/2024 | 15.740 |
| 52W Low: | 28/11/2023 | 4.790 |
| Avg. price 1W: | 14.356 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 12.730 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 12.286 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 10.260 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 103.54% | |
| Volatility 6M: | 73.39% | |
| Volatility 1Y: | 89.55% | |
| Volatility 3Y: | - |
