UC WAR. CALL 06/24 RMB/ DE000HC78UL7 /
| 2024-05-24 9:41:14 PM | Chg.0.0000 | Bid9:57:16 PM | Ask9:57:16 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.1400EUR | 0.00% | 0.1300 Bid Size: 25,000 |
0.1400 Ask Size: 25,000 |
Rambus Inc | 60.00 - | 2024-06-19 | Call |
Master data
| WKN: | HC78UL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rambus Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-06-08 |
| Last trading day: | 2024-06-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 36.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.03 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.47 |
| Parity: | -0.86 |
| Time value: | 0.14 |
| Break-even: | 61.40 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 12.59 |
| Spread abs.: | 0.01 |
| Spread %: | 7.69% |
| Delta: | 0.25 |
| Theta: | -0.07 |
| Omega: | 9.24 |
| Rho: | 0.01 |
Quote data
| Open: | 0.1400 |
|---|---|
| High: | 0.1400 |
| Low: | 0.1300 |
| Previous Close: | 0.1400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -41.67% | ||
|---|---|---|---|
| 1 Month | -73.08% | ||
| 3 Months | -80.56% | ||
| YTD | -90.28% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.1400 |
|---|---|---|
| 1M High / 1M Low: | 0.5600 | 0.1400 |
| 6M High / 6M Low: | 1.7800 | 0.1400 |
| High (YTD): | 2024-01-22 | 1.7800 |
| Low (YTD): | 2024-05-24 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.2240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2775 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9167 | |
| Avg. volume 6M: | 12.9032 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 329.11% | |
| Volatility 6M: | 229.89% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
