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UniCredit Call 400 VX1 18.12.2024/  DE000HC49PW5  /

Frankfurt Zert./HVB
12/11/2024  19:34:08 Chg.-0.870 Bid21:59:25 Ask21:59:22 Underlying Strike price Expiration date Option type
9.380EUR -8.49% 8.810
Bid Size: 4,000		 -
Ask Size: -		 VERTEX PHARMAC. D... 400.00 - 18/12/2024 Call
 

Master data

WKN: HC49PW
Issuer: UniCredit
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 18/12/2024
Issue date: 20/02/2023
Last trading day: 17/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 4.75
Leverage: Yes

Calculated values

Fair value: 7.18
Intrinsic value: 7.05
Implied volatility: 1.03
Historic volatility: 0.23
Parity: 7.05
Time value: 2.85
Break-even: 499.00
Moneyness: 1.18
Premium: 0.06
Premium p.a.: 0.81
Spread abs.: 0.05
Spread %: 0.51%
Delta: 0.75
Theta: -0.70
Omega: 3.56
Rho: 0.25
 

Quote data

Open: 9.580
High: 10.370
Low: 9.380
Previous Close: 10.250
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.63%
1 Month  
+12.07%
3 Months  
+25.40%
YTD  
+64.27%
1 Year  
+109.38%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.230 9.140
1M High / 1M Low: 11.230 7.140
6M High / 6M Low: 11.230 5.150
High (YTD): 08/11/2024 11.230
Low (YTD): 07/05/2024 3.660
52W High: 08/11/2024 11.230
52W Low: 28/11/2023 2.890
Avg. price 1W:   10.154
Avg. volume 1W:   0.000
Avg. price 1M:   8.531
Avg. volume 1M:   0.000
Avg. price 6M:   8.227
Avg. volume 6M:   0.000
Avg. price 1Y:   6.805
Avg. volume 1Y:   0.000
Volatility 1M:   156.43%
Volatility 6M:   111.55%
Volatility 1Y:   121.40%
Volatility 3Y:   -