UC WAR. CALL 01/25 RMB/ DE000HD665R3 /
| 31/07/2024 21:42:25 | Chg.+0.0500 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | +9.09% | 0.6000 Bid Size: 20,000 |
0.6100 Ask Size: 20,000 |
Rambus Inc | 55.00 - | 15/01/2025 | Call |
Master data
| WKN: | HD665R |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 15/01/2025 |
| Issue date: | 06/06/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 8.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.30 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.71 |
| Historic volatility: | 0.49 |
| Parity: | -1.01 |
| Time value: | 0.55 |
| Break-even: | 60.50 |
| Moneyness: | 0.82 |
| Premium: | 0.35 |
| Premium p.a.: | 0.91 |
| Spread abs.: | 0.01 |
| Spread %: | 1.85% |
| Delta: | 0.44 |
| Theta: | -0.03 |
| Omega: | 3.61 |
| Rho: | 0.07 |
Quote data
| Open: | 0.5600 |
|---|---|
| High: | 0.6700 |
| Low: | 0.5600 |
| Previous Close: | 0.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -47.83% | ||
|---|---|---|---|
| 1 Month | -44.44% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1500 | 0.5500 |
|---|---|---|
| 1M High / 1M Low: | 1.5200 | 0.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1936 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 210.67% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
