UniCredit Call 60 RMBS 15.01.2025
/ DE000HD2N9K6
UniCredit Call 60 RMBS 15.01.2025/ DE000HD2N9K6 /
| 2024-05-31 7:37:35 PM |
Chg.-0.100 |
Bid9:54:00 PM |
Ask9:54:00 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.630EUR |
-13.70% |
0.710
Bid Size: 20,000 |
0.720
Ask Size: 20,000 |
Rambus Inc |
60.00 - |
2025-01-15 |
Call |
Master data
| WKN: |
HD2N9K |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2025-01-15 |
| Issue date: |
2024-02-14 |
| Last trading day: |
2025-01-14 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.47 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.46 |
| Parity: |
-0.91 |
| Time value: |
0.73 |
| Break-even: |
67.30 |
| Moneyness: |
0.85 |
| Premium: |
0.32 |
| Premium p.a.: |
0.56 |
| Spread abs.: |
0.01 |
| Spread %: |
1.39% |
| Delta: |
0.49 |
| Theta: |
-0.02 |
| Omega: |
3.39 |
| Rho: |
0.11 |
Quote data
| Open: |
0.670 |
| High: |
0.680 |
| Low: |
0.600 |
| Previous Close: |
0.730 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-16.00% |
| 1 Month |
|
|
-13.70% |
| 3 Months |
|
|
-59.35% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.770 |
0.630 |
| 1M High / 1M Low: |
0.950 |
0.630 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.710 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.817 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
120.93% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
