UC WAR. CALL 06/25 VX1/ DE000HD9Z2L8 /
| 24/01/2025 21:40:06 | Chg.-0.1000 | Bid21:59:57 | Ask21:59:57 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2300EUR | -4.29% | 2.1800 Bid Size: 10,000 |
2.2400 Ask Size: 10,000 |
Vertex Pharmaceutica... | 480.00 USD | 18/06/2025 | Call |
Master data
| WKN: | HD9Z2L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Vertex Pharmaceuticals Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 480.00 USD |
| Maturity: | 18/06/2025 |
| Issue date: | 30/10/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.89 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.23 |
| Parity: | -3.87 |
| Time value: | 2.36 |
| Break-even: | 484.44 |
| Moneyness: | 0.92 |
| Premium: | 0.15 |
| Premium p.a.: | 0.41 |
| Spread abs.: | 0.06 |
| Spread %: | 2.61% |
| Delta: | 0.40 |
| Theta: | -0.13 |
| Omega: | 7.23 |
| Rho: | 0.58 |
Quote data
| Open: | 2.1900 |
|---|---|
| High: | 2.3000 |
| Low: | 2.1900 |
| Previous Close: | 2.3300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.15% | ||
|---|---|---|---|
| 1 Month | +44.81% | ||
| 3 Months | - | ||
| YTD | +47.68% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 2.3300 | 1.7300 |
|---|---|---|
| 1M High / 1M Low: | 2.3300 | 1.2600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | 23/01/2025 | 2.3300 |
| Low (YTD): | 06/01/2025 | 1.2600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.9220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6889 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 197.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |