UniCredit Call 75 RMBS 18.06.2025
/ DE000HD87EE5
UniCredit Call 75 RMBS 18.06.2025/ DE000HD87EE5 /
| 13/11/2024 18:11:34 |
Chg.-0.010 |
Bid18:25:07 |
Ask18:25:07 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.430EUR |
-2.27% |
0.420
Bid Size: 45,000 |
0.430
Ask Size: 45,000 |
Rambus Inc |
75.00 USD |
18/06/2025 |
Call |
Master data
| WKN: |
HD87EE |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 USD |
| Maturity: |
18/06/2025 |
| Issue date: |
22/08/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.36 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.60 |
| Historic volatility: |
0.54 |
| Parity: |
-1.85 |
| Time value: |
0.45 |
| Break-even: |
75.14 |
| Moneyness: |
0.74 |
| Premium: |
0.44 |
| Premium p.a.: |
0.85 |
| Spread abs.: |
0.02 |
| Spread %: |
4.65% |
| Delta: |
0.35 |
| Theta: |
-0.02 |
| Omega: |
4.06 |
| Rho: |
0.08 |
Quote data
| Open: |
0.400 |
| High: |
0.430 |
| Low: |
0.400 |
| Previous Close: |
0.440 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-18.87% |
| 1 Month |
|
|
+79.17% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.530 |
0.430 |
| 1M High / 1M Low: |
0.530 |
0.180 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.466 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.295 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
406.31% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
