UniCredit Call 95 RMBS 15.01.2025
/ DE000HD5EN24
UniCredit Call 95 RMBS 15.01.2025/ DE000HD5EN24 /
05/08/2024 13:49:07 |
Chg.- |
Bid22:00:39 |
Ask22:00:39 |
Underlying |
Strike price |
Expiration date |
Option type |
0.001EUR |
- |
- Bid Size: - |
- Ask Size: - |
Rambus Inc |
95.00 - |
15/01/2025 |
Call |
Master data
WKN: |
HD5EN2 |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Rambus Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
95.00 - |
Maturity: |
15/01/2025 |
Issue date: |
09/05/2024 |
Last trading day: |
06/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
307.45 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.00 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.61 |
Historic volatility: |
0.49 |
Parity: |
-5.50 |
Time value: |
0.01 |
Break-even: |
95.13 |
Moneyness: |
0.42 |
Premium: |
1.38 |
Premium p.a.: |
6.81 |
Spread abs.: |
0.00 |
Spread %: |
0.00% |
Delta: |
0.02 |
Theta: |
0.00 |
Omega: |
7.64 |
Rho: |
0.00 |
Quote data
Open: |
0.001 |
High: |
0.001 |
Low: |
0.001 |
Previous Close: |
0.001 |
Turnover: |
0.000 |
Market phase: |
SU |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
-99.63% |
3 Months |
|
|
-99.57% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.270 |
0.001 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.137 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
2,560.51% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |