UC WAR. CALL 01/25 RMB/ DE000HD5ZYS5 /
| 13/11/2024 15:41:31 | Chg.-0.0500 | Bid13/11/2024 | Ask13/11/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | -26.32% | 0.1300 Bid Size: 12,000 |
0.2000 Ask Size: 12,000 |
Rambus Inc | 65.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD5ZYS |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 30/05/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 27.45 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.12 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.54 |
| Parity: | -1.28 |
| Time value: | 0.19 |
| Break-even: | 66.90 |
| Moneyness: | 0.80 |
| Premium: | 0.28 |
| Premium p.a.: | 3.23 |
| Spread abs.: | 0.02 |
| Spread %: | 11.76% |
| Delta: | 0.26 |
| Theta: | -0.04 |
| Omega: | 7.00 |
| Rho: | 0.02 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1400 |
| Previous Close: | 0.1900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -48.15% | ||
|---|---|---|---|
| 1 Month | +27.27% | ||
| 3 Months | -6.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.2700 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.2700 | 0.0510 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 843.11% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
