UniCredit Call 520 VX1 18.12.2024
/ DE000HD62LD5
UniCredit Call 520 VX1 18.12.2024/ DE000HD62LD5 /
| 05/09/2024 19:26:53 |
Chg.-0.170 |
Bid21:59:41 |
Ask21:59:41 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.150EUR |
-12.88% |
1.220
Bid Size: 8,000 |
1.250
Ask Size: 8,000 |
VERTEX PHARMAC. D... |
520.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD62LD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
VERTEX PHARMAC. DL-,01 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
520.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
03/06/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
27.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.46 |
| Historic volatility: |
0.21 |
| Parity: |
-8.81 |
| Time value: |
1.57 |
| Break-even: |
535.70 |
| Moneyness: |
0.83 |
| Premium: |
0.24 |
| Premium p.a.: |
1.13 |
| Spread abs.: |
0.03 |
| Spread %: |
1.95% |
| Delta: |
0.27 |
| Theta: |
-0.18 |
| Omega: |
7.54 |
| Rho: |
0.29 |
Quote data
| Open: |
1.410 |
| High: |
1.510 |
| Low: |
1.140 |
| Previous Close: |
1.320 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-45.50% |
| 1 Month |
|
|
-43.63% |
| 3 Months |
|
|
-55.94% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.110 |
1.150 |
| 1M High / 1M Low: |
2.110 |
1.150 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.588 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.605 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
251.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
