UniCredit Call 65 RMBS 19.06.2024
/ DE000HD2PLN1
UniCredit Call 65 RMBS 19.06.2024/ DE000HD2PLN1 /
| 2024-05-24 7:25:22 PM |
Chg.-0.011 |
Bid9:57:08 PM |
Ask9:57:08 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.032EUR |
-25.58% |
0.029
Bid Size: 25,000 |
0.056
Ask Size: 25,000 |
Rambus Inc |
65.00 - |
2024-06-19 |
Call |
Master data
| WKN: |
HD2PLN |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rambus Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
65.00 - |
| Maturity: |
2024-06-19 |
| Issue date: |
2024-02-15 |
| Last trading day: |
2024-06-18 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
91.70 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.72 |
| Historic volatility: |
0.47 |
| Parity: |
-1.36 |
| Time value: |
0.06 |
| Break-even: |
65.56 |
| Moneyness: |
0.79 |
| Premium: |
0.28 |
| Premium p.a.: |
34.40 |
| Spread abs.: |
0.03 |
| Spread %: |
93.10% |
| Delta: |
0.13 |
| Theta: |
-0.04 |
| Omega: |
11.56 |
| Rho: |
0.00 |
Quote data
| Open: |
0.010 |
| High: |
0.032 |
| Low: |
0.010 |
| Previous Close: |
0.043 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-57.89% |
| 1 Month |
|
|
-90.00% |
| 3 Months |
|
|
-92.89% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.110 |
0.032 |
| 1M High / 1M Low: |
0.320 |
0.032 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.076 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.114 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
540.36% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
