UC WAR. CALL 03/25 RIO1/ DE000HD4W7V4 /
14/06/2024 21:45:29 | Chg.-0.0030 | Bid21:59:26 | Ask21:59:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0610EUR | -4.69% | 0.0440 Bid Size: 15,000 |
0.0810 Ask Size: 15,000 |
RIO TINTO PLC L... | 75.00 - | 19/03/2025 | Call |
Master data
WKN: | HD4W7V |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RIO TINTO PLC LS-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 75.00 - |
Maturity: | 19/03/2025 |
Issue date: | 22/04/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 76.64 |
Leverage: | Yes |
Calculated values
Fair value: | 0.17 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.18 |
Historic volatility: | 0.24 |
Parity: | -1.29 |
Time value: | 0.08 |
Break-even: | 75.81 |
Moneyness: | 0.83 |
Premium: | 0.22 |
Premium p.a.: | 0.30 |
Spread abs.: | 0.04 |
Spread %: | 84.09% |
Delta: | 0.17 |
Theta: | -0.01 |
Omega: | 12.90 |
Rho: | 0.07 |
Quote data
Open: | 0.0640 |
---|---|
High: | 0.0640 |
Low: | 0.0610 |
Previous Close: | 0.0640 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -27.38% | ||
---|---|---|---|
1 Month | -56.43% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0770 | 0.0610 |
---|---|---|
1M High / 1M Low: | 0.1700 | 0.0610 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0668 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1101 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 117.99% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |