UC WAR. CALL 06/25 RMB/ DE000HD6LDC1 /
| 13/11/2024 15:41:27 | Chg.-0.0400 | Bid15:48:36 | Ask15:48:36 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | -7.41% | 0.5100 Bid Size: 45,000 |
0.5200 Ask Size: 45,000 |
Rambus Inc | 70.00 - | 18/06/2025 | Call |
Master data
| WKN: | HD6LDC |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 26/06/2024 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.37 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.54 |
| Parity: | -1.78 |
| Time value: | 0.54 |
| Break-even: | 75.40 |
| Moneyness: | 0.75 |
| Premium: | 0.45 |
| Premium p.a.: | 0.86 |
| Spread abs.: | 0.02 |
| Spread %: | 3.85% |
| Delta: | 0.38 |
| Theta: | -0.02 |
| Omega: | 3.69 |
| Rho: | 0.09 |
Quote data
| Open: | 0.4900 |
|---|---|
| High: | 0.5000 |
| Low: | 0.4900 |
| Previous Close: | 0.5400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.63% | ||
|---|---|---|---|
| 1 Month | +66.67% | ||
| 3 Months | +56.25% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.6300 | 0.5300 |
|---|---|---|
| 1M High / 1M Low: | 0.6300 | 0.2300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 338.73% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
