UniCredit Call 85 RMBS 18.06.2025
/ DE000HD8AUR2
UniCredit Call 85 RMBS 18.06.2025/ DE000HD8AUR2 /
| 10/10/2024 11:30:13 |
Chg.-0.030 |
Bid12:00:21 |
Ask12:00:21 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.110EUR |
-21.43% |
0.140
Bid Size: 20,000 |
0.170
Ask Size: 20,000 |
Rambus Inc |
85.00 USD |
18/06/2025 |
Call |
Master data
| WKN: |
HD8AUR |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
85.00 USD |
| Maturity: |
18/06/2025 |
| Issue date: |
28/08/2024 |
| Last trading day: |
17/06/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
24.10 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.05 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.67 |
| Historic volatility: |
0.51 |
| Parity: |
-3.91 |
| Time value: |
0.16 |
| Break-even: |
79.29 |
| Moneyness: |
0.50 |
| Premium: |
1.06 |
| Premium p.a.: |
1.85 |
| Spread abs.: |
0.01 |
| Spread %: |
6.67% |
| Delta: |
0.17 |
| Theta: |
-0.01 |
| Omega: |
4.21 |
| Rho: |
0.04 |
Quote data
| Open: |
0.110 |
| High: |
0.110 |
| Low: |
0.110 |
| Previous Close: |
0.140 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
+10.00% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.140 |
0.120 |
| 1M High / 1M Low: |
0.140 |
0.076 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.132 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.110 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
287.77% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
