UniCredit Call 450 VX1 18.12.2024
/ DE000HC49PX3
UniCredit Call 450 VX1 18.12.2024/ DE000HC49PX3 /
05/09/2024 19:39:37 |
Chg.-0.500 |
Bid21:59:43 |
Ask21:59:43 |
Underlying |
Strike price |
Expiration date |
Option type |
3.910EUR |
-11.34% |
4.020 Bid Size: 4,000 |
4.050 Ask Size: 4,000 |
VERTEX PHARMAC. D... |
450.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC49PX |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
450.00 - |
Maturity: |
18/12/2024 |
Issue date: |
20/02/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.15 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.21 |
Parity: |
-1.81 |
Time value: |
4.72 |
Break-even: |
497.20 |
Moneyness: |
0.96 |
Premium: |
0.15 |
Premium p.a.: |
0.64 |
Spread abs.: |
0.03 |
Spread %: |
0.64% |
Delta: |
0.52 |
Theta: |
-0.27 |
Omega: |
4.77 |
Rho: |
0.51 |
Quote data
Open: |
4.550 |
High: |
4.690 |
Low: |
3.730 |
Previous Close: |
4.410 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-32.70% |
1 Month |
|
|
-25.67% |
3 Months |
|
|
-33.39% |
YTD |
|
|
+6.83% |
1 Year |
|
|
+52.73% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
5.810 |
3.910 |
1M High / 1M Low: |
5.830 |
3.910 |
6M High / 6M Low: |
6.830 |
1.890 |
High (YTD): |
31/07/2024 |
6.830 |
Low (YTD): |
30/04/2024 |
1.890 |
52W High: |
31/07/2024 |
6.830 |
52W Low: |
28/11/2023 |
1.650 |
Avg. price 1W: |
|
5.080 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
4.875 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.270 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
3.758 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
149.60% |
Volatility 6M: |
|
137.59% |
Volatility 1Y: |
|
139.77% |
Volatility 3Y: |
|
- |