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: | - |