UniCredit Call 50 RMBS 18.06.2025
/ DE000HD7XDD2
UniCredit Call 50 RMBS 18.06.2025/ DE000HD7XDD2 /
| 13/11/2024 19:05:52 |
Chg.-0.040 |
Bid19:09:47 |
Ask19:09:47 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.160EUR |
-3.33% |
1.170
Bid Size: 25,000 |
1.180
Ask Size: 25,000 |
Rambus Inc |
50.00 USD |
18/06/2025 |
Call |
Master data
| WKN: |
HD7XDD |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
50.00 USD |
| Maturity: |
18/06/2025 |
| Issue date: |
14/08/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.14 |
| Intrinsic value: |
0.51 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.54 |
| Parity: |
0.51 |
| Time value: |
0.69 |
| Break-even: |
59.10 |
| Moneyness: |
1.11 |
| Premium: |
0.13 |
| Premium p.a.: |
0.23 |
| Spread abs.: |
0.02 |
| Spread %: |
1.69% |
| Delta: |
0.69 |
| Theta: |
-0.02 |
| Omega: |
2.99 |
| Rho: |
0.14 |
Quote data
| Open: |
1.140 |
| High: |
1.180 |
| Low: |
1.140 |
| Previous Close: |
1.200 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-5.69% |
| 1 Month |
|
|
+75.76% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.280 |
1.170 |
| 1M High / 1M Low: |
1.280 |
0.530 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.812 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
242.68% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
