UC WAR. CALL 01/26 VX1/ DE000HD290Z3 /
2024-05-15 11:40:59 AM | Chg.0.0000 | Bid2024-05-15 | Ask2024-05-15 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.7800EUR | 0.00% | 1.7400 Bid Size: 4,000 |
1.8700 Ask Size: 4,000 |
VERTEX PHARMAC. D... | 650.00 - | 2026-01-14 | Call |
Master data
WKN: | HD290Z |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | VERTEX PHARMAC. DL-,01 |
Type: | Warrant |
Option type: | Call |
Strike price: | 650.00 - |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.54 |
Leverage: | Yes |
Calculated values
Fair value: | 0.33 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.35 |
Historic volatility: | 0.21 |
Parity: | -25.37 |
Time value: | 1.93 |
Break-even: | 669.30 |
Moneyness: | 0.61 |
Premium: | 0.69 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.13 |
Spread %: | 7.22% |
Delta: | 0.23 |
Theta: | -0.05 |
Omega: | 4.71 |
Rho: | 1.20 |
Quote data
Open: | 1.7800 |
---|---|
High: | 1.7800 |
Low: | 1.7800 |
Previous Close: | 1.7800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +6.59% | ||
---|---|---|---|
1 Month | +9.20% | ||
3 Months | -21.59% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.8800 | 1.6500 |
---|---|---|
1M High / 1M Low: | 1.8800 | 1.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7320 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4829 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 115.39% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |