UniCredit Call 65 RMBS 18.06.2025
/ DE000HD7Y8T1
UniCredit Call 65 RMBS 18.06.2025/ DE000HD7Y8T1 /
| 13/11/2024 21:16:11 |
Chg.-0.050 |
Bid21:57:33 |
Ask21:57:33 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.600EUR |
-7.69% |
0.600
Bid Size: 45,000 |
0.620
Ask Size: 45,000 |
Rambus Inc |
65.00 USD |
18/06/2025 |
Call |
Master data
| WKN: |
HD7Y8T |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 USD |
| Maturity: |
18/06/2025 |
| Issue date: |
15/08/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.90 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.58 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.59 |
| Historic volatility: |
0.54 |
| Parity: |
-0.91 |
| Time value: |
0.66 |
| Break-even: |
67.82 |
| Moneyness: |
0.85 |
| Premium: |
0.30 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.02 |
| Spread %: |
3.13% |
| Delta: |
0.47 |
| Theta: |
-0.02 |
| Omega: |
3.68 |
| Rho: |
0.11 |
Quote data
| Open: |
0.610 |
| High: |
0.630 |
| Low: |
0.600 |
| Previous Close: |
0.650 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-17.81% |
| 1 Month |
|
|
+66.67% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.730 |
0.640 |
| 1M High / 1M Low: |
0.730 |
0.280 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.676 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.436 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
332.22% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
