UC WAR. CALL 01/25 RMB/ DE000HD6FWU5 /
2024-07-31 9:40:45 PM | Chg.+0.0300 | Bid9:47:37 PM | Ask9:47:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2100EUR | +16.67% | 0.2000 Bid Size: 30,000 |
0.2100 Ask Size: 30,000 |
Rambus Inc | 75.00 - | 2025-01-15 | Call |
Master data
WKN: | HD6FWU |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rambus Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 2025-01-15 |
Issue date: | 2024-06-20 |
Last trading day: | 2025-01-14 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.06 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.68 |
Historic volatility: | 0.49 |
Parity: | -3.01 |
Time value: | 0.19 |
Break-even: | 76.90 |
Moneyness: | 0.60 |
Premium: | 0.71 |
Premium p.a.: | 2.22 |
Spread abs.: | 0.01 |
Spread %: | 5.56% |
Delta: | 0.20 |
Theta: | -0.02 |
Omega: | 4.74 |
Rho: | 0.03 |
Quote data
Open: | 0.1700 |
---|---|
High: | 0.2300 |
Low: | 0.1700 |
Previous Close: | 0.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -56.25% | ||
---|---|---|---|
1 Month | -54.35% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4800 | 0.1800 |
---|---|---|
1M High / 1M Low: | 0.6900 | 0.1800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.3800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.5127 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 256.14% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |