UniCredit Call 450 VX1 18.06.2025/  DE000HC7YAQ9  /

Frankfurt Zert./HVB
1/24/2025  7:29:46 PM Chg.+0.250 Bid7:33:11 PM Ask7:33:11 PM Underlying Strike price Expiration date Option type
3.370EUR +8.01% 3.350
Bid Size: 10,000
3.380
Ask Size: 10,000
VERTEX PHARMAC. D... 450.00 - 6/18/2025 Call
 

Master data

WKN: HC7YAQ
Issuer: UniCredit
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 450.00 -
Maturity: 6/18/2025
Issue date: 7/10/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 12.34
Leverage: Yes

Calculated values

Fair value: 1.56
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.23
Parity: -2.78
Time value: 3.42
Break-even: 484.20
Moneyness: 0.94
Premium: 0.15
Premium p.a.: 0.41
Spread abs.: 0.03
Spread %: 0.89%
Delta: 0.47
Theta: -0.16
Omega: 5.81
Rho: 0.65
 

Quote data

Open: 3.290
High: 3.390
Low: 3.250
Previous Close: 3.120
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.41%
1 Month  
+52.49%
3 Months
  -46.34%
YTD  
+44.02%
1 Year
  -45.02%
3 Years     -
5 Years     -
1W High / 1W Low: 3.120 2.590
1M High / 1M Low: 3.120 1.940
6M High / 6M Low: 9.570 1.940
High (YTD): 1/23/2025 3.120
Low (YTD): 1/6/2025 1.940
52W High: 11/8/2024 9.570
52W Low: 1/6/2025 1.940
Avg. price 1W:   2.850
Avg. volume 1W:   0.000
Avg. price 1M:   2.523
Avg. volume 1M:   0.000
Avg. price 6M:   6.058
Avg. volume 6M:   0.000
Avg. price 1Y:   6.001
Avg. volume 1Y:   0.000
Volatility 1M:   142.50%
Volatility 6M:   139.72%
Volatility 1Y:   114.87%
Volatility 3Y:   -