UniCredit Call 75 RMBS 15.01.2025
/ DE000HD6FWU5
UniCredit Call 75 RMBS 15.01.2025/ DE000HD6FWU5 /
| 2024-07-31 7:28:30 PM |
Chg.-0.010 |
Bid9:47:37 PM |
Ask9:47:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.190EUR |
-5.00% |
0.200
Bid Size: 30,000 |
0.210
Ask Size: 30,000 |
Rambus Inc |
75.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD6FWU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-06-20 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
23.64 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.06 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.49 |
| Parity: |
-3.01 |
| Time value: |
0.19 |
| Break-even: |
76.90 |
| Moneyness: |
0.60 |
| Premium: |
0.71 |
| Premium p.a.: |
2.22 |
| Spread abs.: |
0.01 |
| Spread %: |
5.56% |
| Delta: |
0.20 |
| Theta: |
-0.02 |
| Omega: |
4.74 |
| Rho: |
0.03 |
Quote data
| Open: |
0.170 |
| High: |
0.200 |
| Low: |
0.170 |
| Previous Close: |
0.200 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-60.42% |
| 1 Month |
|
|
-58.70% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.480 |
0.200 |
| 1M High / 1M Low: |
0.690 |
0.200 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.394 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.513 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
249.15% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
