UniCredit Call 520 VX1 18.12.2024
/ DE000HD62LD5
UniCredit Call 520 VX1 18.12.2024/ DE000HD62LD5 /
10/9/2024 8:47:02 AM |
Chg.-0.08 |
Bid10:30:28 AM |
Ask10:30:28 AM |
Underlying |
Strike price |
Expiration date |
Option type |
1.12EUR |
-6.67% |
1.14 Bid Size: 4,000 |
1.27 Ask Size: 4,000 |
VERTEX PHARMAC. D... |
520.00 - |
12/18/2024 |
Call |
Master data
WKN: |
HD62LD |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
VERTEX PHARMAC. DL-,01 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
520.00 - |
Maturity: |
12/18/2024 |
Issue date: |
6/3/2024 |
Last trading day: |
12/17/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
32.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.02 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.57 |
Historic volatility: |
0.21 |
Parity: |
-10.19 |
Time value: |
1.28 |
Break-even: |
532.80 |
Moneyness: |
0.80 |
Premium: |
0.27 |
Premium p.a.: |
2.54 |
Spread abs.: |
0.03 |
Spread %: |
2.40% |
Delta: |
0.24 |
Theta: |
-0.24 |
Omega: |
7.69 |
Rho: |
0.16 |
Quote data
Open: |
1.12 |
High: |
1.12 |
Low: |
1.12 |
Previous Close: |
1.20 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-15.15% |
1 Month |
|
|
-11.81% |
3 Months |
|
|
-53.14% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.32 |
1.06 |
1M High / 1M Low: |
1.80 |
1.05 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.15 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.31 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
177.73% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |