UC WAR. CALL 12/24 VX1/ DE000HC6HHS7 /
05/09/2024 21:40:58 | Chg.-0.2300 | Bid21:59:45 | Ask21:59:45 | 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 - | 18/12/2024 | Call |
Master data
WKN: | HC6HHS |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERTEX PHARMAC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 550.00 - |
Maturity: | 18/12/2024 |
Issue date: | 05/05/2023 |
Last trading day: | 17/12/2024 |
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): | 30/01/2024 | 2.3500 |
Low (YTD): | 30/04/2024 | 0.4600 |
52W High: | 30/01/2024 | 2.3500 |
52W Low: | 30/04/2024 | 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: | - |