UniCredit Call 55 RMBS 15.01.2025
/ DE000HD665R3
UniCredit Call 55 RMBS 15.01.2025/ DE000HD665R3 /
| 16/07/2024 14:51:03 |
Chg.-0.070 |
Bid16/07/2024 |
Ask16/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.370EUR |
-4.86% |
1.370
Bid Size: 4,000 |
1.420
Ask Size: 4,000 |
Rambus Inc |
55.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD665R |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
55.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
06/06/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.22 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.04 |
| Intrinsic value: |
0.45 |
| Implied volatility: |
0.70 |
| Historic volatility: |
0.46 |
| Parity: |
0.45 |
| Time value: |
0.96 |
| Break-even: |
69.10 |
| Moneyness: |
1.08 |
| Premium: |
0.16 |
| Premium p.a.: |
0.35 |
| Spread abs.: |
0.01 |
| Spread %: |
0.71% |
| Delta: |
0.67 |
| Theta: |
-0.03 |
| Omega: |
2.84 |
| Rho: |
0.13 |
Quote data
| Open: |
1.370 |
| High: |
1.380 |
| Low: |
1.360 |
| Previous Close: |
1.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+0.74% |
| 1 Month |
|
|
+39.80% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.530 |
1.360 |
| 1M High / 1M Low: |
1.530 |
0.790 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.123 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
137.85% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
