UniCredit Call 70 RMBS 15.01.2025
/ DE000HD3FZR1
UniCredit Call 70 RMBS 15.01.2025/ DE000HD3FZR1 /
| 13/11/2024 09:37:13 |
Chg.-0.040 |
Bid13:03:29 |
Ask13:03:29 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.060EUR |
-40.00% |
0.070
Bid Size: 15,000 |
0.120
Ask Size: 15,000 |
Rambus Inc |
70.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD3FZR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
07/03/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
43.46 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.65 |
| Historic volatility: |
0.54 |
| Parity: |
-1.78 |
| Time value: |
0.12 |
| Break-even: |
71.20 |
| Moneyness: |
0.75 |
| Premium: |
0.37 |
| Premium p.a.: |
5.07 |
| Spread abs.: |
0.02 |
| Spread %: |
20.00% |
| Delta: |
0.18 |
| Theta: |
-0.03 |
| Omega: |
7.68 |
| Rho: |
0.01 |
Quote data
| Open: |
0.060 |
| High: |
0.060 |
| Low: |
0.060 |
| Previous Close: |
0.100 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+500.00% |
| 1 Month |
|
|
-11.76% |
| 3 Months |
|
|
-40.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.010 |
| 1M High / 1M Low: |
0.140 |
0.001 |
| 6M High / 6M Low: |
0.840 |
0.001 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.092 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.046 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.274 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
26,414.83% |
| Volatility 6M: |
|
11,108.71% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
