UC WAR. CALL 03/25 RIO1/ DE000HD43LV7 /
2024-09-20 9:45:02 PM | Chg.-0.0170 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0750EUR | -18.48% | 0.0540 Bid Size: 25,000 |
0.0830 Ask Size: 25,000 |
RIO TINTO PLC L... | 60.00 - | 2025-03-19 | Call |
Master data
WKN: | HD43LV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RIO TINTO PLC LS-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 2025-03-19 |
Issue date: | 2024-03-25 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 69.76 |
Leverage: | Yes |
Calculated values
Fair value: | 0.27 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.10 |
Historic volatility: | 0.22 |
Parity: | -0.28 |
Time value: | 0.08 |
Break-even: | 60.82 |
Moneyness: | 0.95 |
Premium: | 0.06 |
Premium p.a.: | 0.13 |
Spread abs.: | 0.03 |
Spread %: | 54.72% |
Delta: | 0.33 |
Theta: | -0.01 |
Omega: | 23.29 |
Rho: | 0.09 |
Quote data
Open: | 0.0640 |
---|---|
High: | 0.0780 |
Low: | 0.0640 |
Previous Close: | 0.0920 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +7.14% | ||
---|---|---|---|
1 Month | -10.71% | ||
3 Months | -70.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0920 | 0.0650 |
---|---|---|
1M High / 1M Low: | 0.0920 | 0.0440 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0736 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0659 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 279.58% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |