UniCredit Call 90 RMBS 15.01.2025
/ DE000HD2N9L4
UniCredit Call 90 RMBS 15.01.2025/ DE000HD2N9L4 /
8/14/2024 12:48:06 PM |
Chg.-0.015 |
Bid10:00:29 PM |
Ask10:00:29 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
-93.75% |
- Bid Size: - |
- Ask Size: - |
Rambus Inc |
90.00 - |
1/15/2025 |
Call |
Master data
WKN: |
HD2N9L |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Rambus Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
90.00 - |
Maturity: |
1/15/2025 |
Issue date: |
2/14/2024 |
Last trading day: |
8/14/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
249.81 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.59 |
Historic volatility: |
0.49 |
Parity: |
-5.00 |
Time value: |
0.02 |
Break-even: |
90.16 |
Moneyness: |
0.44 |
Premium: |
1.26 |
Premium p.a.: |
5.88 |
Spread abs.: |
0.00 |
Spread %: |
6.67% |
Delta: |
0.03 |
Theta: |
0.00 |
Omega: |
7.60 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.016 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
-93.33% |
1 Month |
|
|
-99.73% |
3 Months |
|
|
-99.60% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.028 |
0.015 |
1M High / 1M Low: |
0.330 |
0.008 |
6M High / 6M Low: |
0.710 |
0.008 |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.019 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.135 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.307 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,763.33% |
Volatility 6M: |
|
1,127.07% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |