UC WAR. CALL 12/24 VX1/ DE000HC5VEQ1 /
| 2024-10-09 9:40:10 AM | Chg.-0.1000 | Bid11:16:14 AM | Ask11:16:14 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6500EUR | -5.71% | 1.6300 Bid Size: 4,000 |
1.7600 Ask Size: 4,000 |
VERTEX PHARMAC. D... | 500.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC5VEQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 500.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-04-11 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 23.49 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.05 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.21 |
| Parity: | -8.19 |
| Time value: | 1.78 |
| Break-even: | 517.80 |
| Moneyness: | 0.84 |
| Premium: | 0.24 |
| Premium p.a.: | 2.05 |
| Spread abs.: | 0.03 |
| Spread %: | 1.71% |
| Delta: | 0.30 |
| Theta: | -0.28 |
| Omega: | 6.95 |
| Rho: | 0.20 |
Quote data
| Open: | 1.6200 |
|---|---|
| High: | 1.6500 |
| Low: | 1.6200 |
| Previous Close: | 1.7500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.84% | ||
|---|---|---|---|
| 1 Month | -14.06% | ||
| 3 Months | -47.78% | ||
| YTD | -27.63% | ||
| 1 Year | +5.10% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8300 | 1.5500 |
|---|---|---|
| 1M High / 1M Low: | 2.5900 | 1.5500 |
| 6M High / 6M Low: | 4.2900 | 0.9100 |
| High (YTD): | 2024-08-01 | 4.2900 |
| Low (YTD): | 2024-04-30 | 0.9100 |
| 52W High: | 2024-08-01 | 4.2900 |
| 52W Low: | 2024-04-30 | 0.9100 |
| Avg. price 1W: | 1.6600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8859 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.2888 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1892 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 158.46% | |
| Volatility 6M: | 154.85% | |
| Volatility 1Y: | 166.13% | |
| Volatility 3Y: | - |
