UC WAR. CALL 01/25 RMB/ DE000HD665R3 /
18/10/2024 21:42:17 | Chg.-0.0400 | Bid18/10/2024 | Ask18/10/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1600EUR | -20.00% | 0.1500 Bid Size: 60,000 |
0.1600 Ask Size: 60,000 |
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: | 23.68 |
Leverage: | Yes |
Calculated values
Fair value: | 0.04 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.79 |
Historic volatility: | 0.51 |
Parity: | -1.71 |
Time value: | 0.16 |
Break-even: | 56.60 |
Moneyness: | 0.69 |
Premium: | 0.49 |
Premium p.a.: | 4.28 |
Spread abs.: | 0.01 |
Spread %: | 6.67% |
Delta: | 0.23 |
Theta: | -0.03 |
Omega: | 5.35 |
Rho: | 0.02 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.1800 |
Low: | 0.1600 |
Previous Close: | 0.2000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -33.33% | ||
---|---|---|---|
1 Month | +6.67% | ||
3 Months | -84.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2500 | 0.1600 |
---|---|---|
1M High / 1M Low: | 0.2500 | 0.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.2080 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1800 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 367.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |