UniCredit Call 75 RMBS 15.01.2025
/ DE000HD6FWU5
UniCredit Call 75 RMBS 15.01.2025/ DE000HD6FWU5 /
| 06/09/2024 19:27:25 |
Chg.-0.006 |
Bid21:57:12 |
Ask- |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.034EUR |
-15.00% |
0.030
Bid Size: 70,000 |
-
Ask Size: - |
Rambus Inc |
75.00 - |
15/01/2025 |
Call |
Master data
| WKN: |
HD6FWU |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 - |
| Maturity: |
15/01/2025 |
| Issue date: |
20/06/2024 |
| Last trading day: |
14/01/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
113.84 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.00 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.50 |
| Parity: |
-4.08 |
| Time value: |
0.03 |
| Break-even: |
75.30 |
| Moneyness: |
0.46 |
| Premium: |
1.20 |
| Premium p.a.: |
8.21 |
| Spread abs.: |
0.00 |
| Spread %: |
0.00% |
| Delta: |
0.06 |
| Theta: |
-0.01 |
| Omega: |
6.38 |
| Rho: |
0.01 |
Quote data
| Open: |
0.001 |
| High: |
0.045 |
| Low: |
0.001 |
| Previous Close: |
0.040 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-44.26% |
| 1 Month |
|
|
-40.35% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.060 |
0.034 |
| 1M High / 1M Low: |
0.100 |
0.034 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.042 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.068 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
300.69% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
