UC WAR. CALL 06/25 VX1/ DE000HD1R1A1 /
| 6/7/2024 9:40:32 PM | Chg.+0.0200 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | +1.25% | 1.5500 Bid Size: 8,000 |
1.5900 Ask Size: 8,000 |
VERTEX PHARMAC. D... | 650.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD1R1A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 650.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 1/8/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 28.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | -20.28 |
| Time value: | 1.59 |
| Break-even: | 665.90 |
| Moneyness: | 0.69 |
| Premium: | 0.49 |
| Premium p.a.: | 0.47 |
| Spread abs.: | 0.04 |
| Spread %: | 2.58% |
| Delta: | 0.21 |
| Theta: | -0.07 |
| Omega: | 5.96 |
| Rho: | 0.81 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.6200 |
| Low: | 1.5900 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +29.60% | ||
|---|---|---|---|
| 1 Month | +141.79% | ||
| 3 Months | +54.29% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 0.6700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0705 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 151.43% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
