UC WAR. CALL 12/25 VX1/ DE000HD21V16 /
| 2024-06-07 9:41:40 PM | Chg.-0.0100 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6200EUR | -0.61% | 1.5800 Bid Size: 8,000 |
1.6200 Ask Size: 8,000 |
VERTEX PHARMAC. D... | 750.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD21V1 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | VERTEX PHARMAC. DL-,01 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 750.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-23 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.21 |
| Parity: | -30.28 |
| Time value: | 1.62 |
| Break-even: | 766.20 |
| Moneyness: | 0.60 |
| Premium: | 0.71 |
| Premium p.a.: | 0.42 |
| Spread abs.: | 0.04 |
| Spread %: | 2.53% |
| Delta: | 0.19 |
| Theta: | -0.05 |
| Omega: | 5.20 |
| Rho: | 1.04 |
Quote data
| Open: | 1.6300 |
|---|---|
| High: | 1.6300 |
| Low: | 1.5900 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +47.27% | ||
|---|---|---|---|
| 1 Month | +145.45% | ||
| 3 Months | +78.02% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6300 | 1.2300 |
|---|---|---|
| 1M High / 1M Low: | 1.6300 | 0.6600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0464 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.82% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
