UniCredit Call 70 RMBS 18.06.2025
/ DE000HD6LDC1
UniCredit Call 70 RMBS 18.06.2025/ DE000HD6LDC1 /
| 10/10/2024 11:54:25 AM |
Chg.0.000 |
Bid12:00:21 PM |
Ask12:00:21 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.250EUR |
0.00% |
0.250
Bid Size: 20,000 |
0.280
Ask Size: 20,000 |
Rambus Inc |
70.00 - |
6/18/2025 |
Call |
Master data
| WKN: |
HD6LDC |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
6/26/2024 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.28 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.51 |
| Parity: |
-3.14 |
| Time value: |
0.27 |
| Break-even: |
72.70 |
| Moneyness: |
0.55 |
| Premium: |
0.89 |
| Premium p.a.: |
1.51 |
| Spread abs.: |
0.01 |
| Spread %: |
3.85% |
| Delta: |
0.26 |
| Theta: |
-0.02 |
| Omega: |
3.64 |
| Rho: |
0.05 |
Quote data
| Open: |
0.250 |
| High: |
0.250 |
| Low: |
0.250 |
| Previous Close: |
0.250 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+13.64% |
| 1 Month |
|
|
+31.58% |
| 3 Months |
|
|
-79.17% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.220 |
| 1M High / 1M Low: |
0.260 |
0.160 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.212 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
234.25% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
