UC WAR. CALL 12/24 RIO1/ DE000HC7Y7V1 /
6/20/2024 3:45:35 PM | Chg.0.0000 | Bid4:01:16 PM | Ask4:01:16 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1200EUR | 0.00% | 1.1300 Bid Size: 50,000 |
1.1400 Ask Size: 50,000 |
RIO TINTO PLC L... | 44.00 - | 12/18/2024 | Call |
Master data
WKN: | HC7Y7V |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RIO TINTO PLC LS-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 44.00 - |
Maturity: | 12/18/2024 |
Issue date: | 7/10/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.43 |
Leverage: | Yes |
Calculated values
Fair value: | 1.87 |
---|---|
Intrinsic value: | 1.79 |
Implied volatility: | - |
Historic volatility: | 0.24 |
Parity: | 1.79 |
Time value: | -0.65 |
Break-even: | 55.40 |
Moneyness: | 1.41 |
Premium: | -0.11 |
Premium p.a.: | -0.20 |
Spread abs.: | 0.04 |
Spread %: | 3.64% |
Delta: | - |
Theta: | - |
Omega: | - |
Rho: | - |
Quote data
Open: | 1.1200 |
---|---|
High: | 1.1200 |
Low: | 1.1200 |
Previous Close: | 1.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -35.26% | ||
3 Months | +15.46% | ||
YTD | -37.43% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.1200 | 1.0700 |
---|---|---|
1M High / 1M Low: | 1.7800 | 1.0700 |
6M High / 6M Low: | 1.8300 | 0.8600 |
High (YTD): | 1/2/2024 | 1.8300 |
Low (YTD): | 3/11/2024 | 0.8600 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3543 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.2928 | |
Avg. volume 6M: | 27.2000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 68.38% | |
Volatility 6M: | 88.70% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |