UniCredit Call 420 VX1 15.01.2025
/ DE000HD5J9J1
UniCredit Call 420 VX1 15.01.2025/ DE000HD5J9J1 /
| 11/12/2024 9:48:54 AM |
Chg.-0.560 |
Bid9:58:57 AM |
Ask9:58:57 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.360EUR |
-6.28% |
8.390
Bid Size: 500 |
8.650
Ask Size: 500 |
VERTEX PHARMAC. D... |
420.00 - |
1/15/2025 |
Call |
Master data
| WKN: |
HD5J9J |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 - |
| Maturity: |
1/15/2025 |
| Issue date: |
5/13/2024 |
| Last trading day: |
1/14/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
6.58 |
| Intrinsic value: |
6.23 |
| Implied volatility: |
0.81 |
| Historic volatility: |
0.22 |
| Parity: |
6.23 |
| Time value: |
3.61 |
| Break-even: |
518.40 |
| Moneyness: |
1.15 |
| Premium: |
0.07 |
| Premium p.a.: |
0.50 |
| Spread abs.: |
0.04 |
| Spread %: |
0.41% |
| Delta: |
0.72 |
| Theta: |
-0.44 |
| Omega: |
3.55 |
| Rho: |
0.45 |
Quote data
| Open: |
8.360 |
| High: |
8.380 |
| Low: |
8.350 |
| Previous Close: |
8.920 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+2.70% |
| 1 Month |
|
|
+19.60% |
| 3 Months |
|
|
+29.61% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.930 |
8.140 |
| 1M High / 1M Low: |
9.930 |
6.060 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
8.920 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
7.351 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
174.28% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
