UC WAR. CALL 01/25 RMB/  DE000HD665R3  /

gettex Zertifikate
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:   -