UC WAR. CALL 01/25 RMB/ DE000HD2N9K6 /
| 11/13/2024 3:40:52 PM | Chg.-0.0500 | Bid3:47:33 PM | Ask3:47:33 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2500EUR | -16.67% | 0.2800 Bid Size: 45,000 |
0.2900 Ask Size: 45,000 |
Rambus Inc | 60.00 - | 1/15/2025 | Call |
Master data
| WKN: | HD2N9K |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/14/2024 |
| Last trading day: | 1/14/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 16.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.21 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.54 |
| Parity: | -0.78 |
| Time value: | 0.31 |
| Break-even: | 63.10 |
| Moneyness: | 0.87 |
| Premium: | 0.21 |
| Premium p.a.: | 2.02 |
| Spread abs.: | 0.02 |
| Spread %: | 6.90% |
| Delta: | 0.36 |
| Theta: | -0.04 |
| Omega: | 6.12 |
| Rho: | 0.03 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2500 |
| Low: | 0.2400 |
| Previous Close: | 0.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -39.02% | ||
|---|---|---|---|
| 1 Month | +56.25% | ||
| 3 Months | +19.05% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4100 | 0.3000 |
|---|---|---|
| 1M High / 1M Low: | 0.4100 | 0.0880 |
| 6M High / 6M Low: | 1.2500 | 0.0590 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1861 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4686 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 695.90% | |
| Volatility 6M: | 381.96% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
