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UniCredit Call 350 VX1 18.12.2024/  DE000HC49PV7  /

Frankfurt Zert./HVB
2024-11-12  7:39:07 PM Chg.-0.900 Bid9:59:25 PM Ask- Underlying Strike price Expiration date Option type
13.960EUR -6.06% 13.360
Bid Size: 4,000		 -
Ask Size: -		 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: 3.25
Leverage: Yes

Calculated values

Fair value: 12.16
Intrinsic value: 12.05
Implied volatility: 1.33
Historic volatility: 0.23
Parity: 12.05
Time value: 2.44
Break-even: 494.90
Moneyness: 1.34
Premium: 0.05
Premium p.a.: 0.67
Spread abs.: 0.08
Spread %: 0.56%
Delta: 0.82
Theta: -0.73
Omega: 2.67
Rho: 0.24
 

Quote data

Open: 14.180
High: 14.980
Low: 13.930
Previous Close: 14.860
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+3.18%
1 Month  
+12.85%
3 Months  
+22.24%
YTD  
+64.04%
1 Year  
+106.20%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 15.800 13.480
1M High / 1M Low: 15.800 11.330
6M High / 6M Low: 15.800 8.510
High (YTD): 2024-11-08 15.800
Low (YTD): 2024-04-30 6.490
52W High: 2024-11-08 15.800
52W Low: 2023-11-28 4.740
Avg. price 1W:   14.536
Avg. volume 1W:   0.000
Avg. price 1M:   12.762
Avg. volume 1M:   0.000
Avg. price 6M:   12.263
Avg. volume 6M:   0.000
Avg. price 1Y:   10.246
Avg. volume 1Y:   7.843
Volatility 1M:   124.67%
Volatility 6M:   81.42%
Volatility 1Y:   89.99%
Volatility 3Y:   -