UniCredit Call 60 RMBS 19.06.2024
/ DE000HC78UL7
UniCredit Call 60 RMBS 19.06.2024/ DE000HC78UL7 /
| 2024-05-17 8:23:51 PM |
Chg.-0.060 |
Bid10:00:40 PM |
Ask10:00:40 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.220EUR |
-21.43% |
-
Bid Size: - |
-
Ask Size: - |
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: |
20.51 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.09 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.78 |
| Historic volatility: |
0.47 |
| Parity: |
-0.67 |
| Time value: |
0.26 |
| Break-even: |
62.60 |
| Moneyness: |
0.89 |
| Premium: |
0.17 |
| Premium p.a.: |
5.21 |
| Spread abs.: |
0.01 |
| Spread %: |
4.00% |
| Delta: |
0.35 |
| Theta: |
-0.07 |
| Omega: |
7.23 |
| Rho: |
0.01 |
Quote data
| Open: |
0.200 |
| High: |
0.260 |
| Low: |
0.200 |
| Previous Close: |
0.280 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-8.33% |
| 1 Month |
|
|
-53.19% |
| 3 Months |
|
|
-66.15% |
| YTD |
|
|
-84.06% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.320 |
0.220 |
| 1M High / 1M Low: |
0.550 |
0.210 |
| 6M High / 6M Low: |
1.820 |
0.210 |
| High (YTD): |
2024-01-24 |
1.820 |
| Low (YTD): |
2024-05-02 |
0.210 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.262 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.329 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.955 |
| Avg. volume 6M: |
|
55.565 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
290.73% |
| Volatility 6M: |
|
216.62% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
