UC WAR. CALL 06/25 RMB/ DE000HD6LDE7 /
| 11/13/2024 3:40:13 PM | Chg.-0.0500 | Bid3:47:21 PM | Ask3:47:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -19.23% | 0.2300 Bid Size: 45,000 |
0.2400 Ask Size: 45,000 |
Rambus Inc | 90.00 - | 6/18/2025 | Call |
Master data
| WKN: | HD6LDE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 6/18/2025 |
| Issue date: | 6/26/2024 |
| Last trading day: | 6/17/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 20.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.13 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.66 |
| Historic volatility: | 0.54 |
| Parity: | -3.78 |
| Time value: | 0.26 |
| Break-even: | 92.60 |
| Moneyness: | 0.58 |
| Premium: | 0.78 |
| Premium p.a.: | 1.63 |
| Spread abs.: | 0.02 |
| Spread %: | 8.33% |
| Delta: | 0.22 |
| Theta: | -0.02 |
| Omega: | 4.33 |
| Rho: | 0.05 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -36.36% | ||
|---|---|---|---|
| 1 Month | +50.00% | ||
| 3 Months | +40.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3300 | 0.2300 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.0900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2700 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.1691 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 459.29% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
