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UniCredit Call 400 VX1 18.06.2025/  DE000HC7U359  /

Frankfurt Zert./HVB
1/24/2025  11:44:02 AM Chg.+0.240 Bid12:20:44 PM Ask12:20:44 PM Underlying Strike price Expiration date Option type
5.930EUR +4.22% 5.930
Bid Size: 3,000		 6.050
Ask Size: 3,000		 VERTEX PHARMAC. D... 400.00 - 6/18/2025 Call
 

Master data

WKN: HC7U35
Issuer: UniCredit
Currency: EUR
Underlying: VERTEX PHARMAC. DL-,01
Type: Warrant
Option type: Call
Strike price: 400.00 -
Maturity: 6/18/2025
Issue date: 6/30/2023
Last trading day: 6/17/2025
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 6.94
Leverage: Yes

Calculated values

Fair value: 3.96
Intrinsic value: 2.22
Implied volatility: 0.45
Historic volatility: 0.23
Parity: 2.22
Time value: 3.86
Break-even: 460.80
Moneyness: 1.06
Premium: 0.09
Premium p.a.: 0.25
Spread abs.: 0.03
Spread %: 0.50%
Delta: 0.64
Theta: -0.17
Omega: 4.48
Rho: 0.84
 

Quote data

Open: 5.930
High: 5.960
Low: 5.920
Previous Close: 5.690
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+11.05%
1 Month  
+45.34%
3 Months
  -36.78%
YTD  
+36.64%
1 Year
  -29.07%
3 Years     -
5 Years     -
1W High / 1W Low: 5.690 4.870
1M High / 1M Low: 5.690 3.830
6M High / 6M Low: 13.130 3.830
High (YTD): 1/23/2025 5.690
Low (YTD): 1/6/2025 3.830
52W High: 11/8/2024 13.130
52W Low: 1/6/2025 3.830
Avg. price 1W:   5.276
Avg. volume 1W:   0.000
Avg. price 1M:   4.687
Avg. volume 1M:   0.000
Avg. price 6M:   8.886
Avg. volume 6M:   1.748
Avg. price 1Y:   8.626
Avg. volume 1Y:   2.780
Volatility 1M:   108.15%
Volatility 6M:   119.15%
Volatility 1Y:   98.23%
Volatility 3Y:   -