UC WAR. CALL 06/25 RMB/ DE000HD8H734 /
| 2024-10-10 11:42:16 AM | Chg.-0.0200 | Bid12:00:21 PM | Ask12:00:21 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | -2.70% | 0.7400 Bid Size: 15,000 |
0.7700 Ask Size: 15,000 |
Rambus Inc | 45.00 USD | 2025-06-18 | Call |
Master data
| WKN: | HD8H73 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-09-05 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.14 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.58 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.51 |
| Parity: | -0.26 |
| Time value: | 0.75 |
| Break-even: | 48.63 |
| Moneyness: | 0.94 |
| Premium: | 0.26 |
| Premium p.a.: | 0.40 |
| Spread abs.: | 0.01 |
| Spread %: | 1.35% |
| Delta: | 0.57 |
| Theta: | -0.02 |
| Omega: | 2.96 |
| Rho: | 0.10 |
Quote data
| Open: | 0.7100 |
|---|---|
| High: | 0.7200 |
| Low: | 0.7100 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.77% | ||
|---|---|---|---|
| 1 Month | +12.50% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7400 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.7600 | 0.5500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.6940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6555 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 168.78% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
