UniCredit Call 420 VRTX 18.06.2025
/ DE000UG1SEP7
UniCredit Call 420 VRTX 18.06.202.../ DE000UG1SEP7 /
| 24/01/2025 17:59:31 |
Chg.+0.05 |
Bid19:25:27 |
Ask19:25:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.84EUR |
+1.04% |
4.82
Bid Size: 6,000 |
4.85
Ask Size: 6,000 |
Vertex Pharmaceutica... |
420.00 USD |
18/06/2025 |
Call |
Master data
| WKN: |
UG1SEP |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Vertex Pharmaceuticals Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
420.00 USD |
| Maturity: |
18/06/2025 |
| Issue date: |
08/01/2025 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
8.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.75 |
| Intrinsic value: |
1.89 |
| Implied volatility: |
0.35 |
| Historic volatility: |
0.23 |
| Parity: |
1.89 |
| Time value: |
3.01 |
| Break-even: |
452.23 |
| Moneyness: |
1.05 |
| Premium: |
0.07 |
| Premium p.a.: |
0.19 |
| Spread abs.: |
0.06 |
| Spread %: |
1.24% |
| Delta: |
0.64 |
| Theta: |
-0.14 |
| Omega: |
5.54 |
| Rho: |
0.88 |
Quote data
| Open: |
4.73 |
| High: |
4.84 |
| Low: |
4.68 |
| Previous Close: |
4.79 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+15.24% |
| 1 Month |
|
|
- |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 1W High / 1W Low: |
4.79 |
3.89 |
| 1M High / 1M Low: |
- |
- |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.18 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
- |
| Avg. volume 1M: |
|
- |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
- |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |