UC WAR. CALL 12/24 VX1/ DE000HC6HHS7 /
| 2024-09-05 9:40:58 PM | Chg.-0.2300 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6300EUR | -26.74% | 0.6600 Bid Size: 8,000 |
0.6900 Ask Size: 8,000 |
VERTEX PHARMAC. D... | 550.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC6HHS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 550.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-05-05 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 48.53 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.04 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.43 |
| Historic volatility: | 0.21 |
| Parity: | -11.81 |
| Time value: | 0.89 |
| Break-even: | 558.90 |
| Moneyness: | 0.79 |
| Premium: | 0.29 |
| Premium p.a.: | 1.47 |
| Spread abs.: | 0.03 |
| Spread %: | 3.49% |
| Delta: | 0.18 |
| Theta: | -0.13 |
| Omega: | 8.91 |
| Rho: | 0.20 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6300 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -46.61% | ||
|---|---|---|---|
| 1 Month | -50.39% | ||
| 3 Months | -66.31% | ||
| YTD | -52.63% | ||
| 1 Year | -37.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1800 | 0.6300 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 0.6300 |
| 6M High / 6M Low: | 2.2800 | 0.4600 |
| High (YTD): | 2024-01-30 | 2.3500 |
| Low (YTD): | 2024-04-30 | 0.4600 |
| 52W High: | 2024-01-30 | 2.3500 |
| 52W Low: | 2024-04-30 | 0.4600 |
| Avg. price 1W: | 0.8920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9104 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1141 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1568 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 255.24% | |
| Volatility 6M: | 180.35% | |
| Volatility 1Y: | 197.23% | |
| Volatility 3Y: | - |
