UC WAR. CALL 01/25 RMB/ DE000HD7XDB6 /
| 2024-11-13 3:42:15 PM | Chg.-0.0500 | Bid5:24:47 PM | Ask5:24:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0600EUR | -4.50% | 1.0800 Bid Size: 20,000 |
1.0900 Ask Size: 20,000 |
Rambus Inc | 45.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HD7XDB |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2024-08-14 |
| Last trading day: | 2025-01-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.09 |
|---|---|
| Intrinsic value: | 0.98 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.54 |
| Parity: | 0.98 |
| Time value: | 0.14 |
| Break-even: | 53.59 |
| Moneyness: | 1.23 |
| Premium: | 0.03 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.02 |
| Spread %: | 1.82% |
| Delta: | 0.84 |
| Theta: | -0.03 |
| Omega: | 3.91 |
| Rho: | 0.06 |
Quote data
| Open: | 1.0500 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0500 |
| Previous Close: | 1.1100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.19% | ||
|---|---|---|---|
| 1 Month | +107.84% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2800 | 1.1100 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.3600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6659 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 384.16% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
