UC WAR. CALL 01/25 RMB/ DE000HD5ZYS5 /
| 10/10/2024 9:40:44 AM | Chg.-0.0400 | Bid10:00:21 AM | Ask10:00:21 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.0400EUR | -50.00% | 0.0400 Bid Size: 15,000 |
0.1400 Ask Size: 15,000 |
Rambus Inc | 65.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD5ZYS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 5/30/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 41.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.01 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.78 |
| Historic volatility: | 0.51 |
| Parity: | -2.64 |
| Time value: | 0.09 |
| Break-even: | 65.94 |
| Moneyness: | 0.59 |
| Premium: | 0.71 |
| Premium p.a.: | 6.53 |
| Spread abs.: | 0.01 |
| Spread %: | 17.50% |
| Delta: | 0.14 |
| Theta: | -0.02 |
| Omega: | 5.76 |
| Rho: | 0.01 |
Quote data
| Open: | 0.0300 |
|---|---|
| High: | 0.0400 |
| Low: | 0.0300 |
| Previous Close: | 0.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -42.03% | ||
|---|---|---|---|
| 1 Month | -50.00% | ||
| 3 Months | -96.08% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.0800 | 0.0690 |
|---|---|---|
| 1M High / 1M Low: | 0.1000 | 0.0320 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.0728 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.0685 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 581.27% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
