UC WAR. PUT 12/24 RIO1/ DE000HC7P3W9 /
2024-09-25 9:46:55 AM | Chg.-0.0200 | Bid2024-09-25 | Ask2024-09-25 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2200EUR | -8.33% | 0.2200 Bid Size: 150,000 |
0.2300 Ask Size: 150,000 |
Rio Tinto PLC ORD 10... | 50.00 - | 2024-12-18 | Put |
Master data
WKN: | HC7P3W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 2024-12-18 |
Issue date: | 2023-06-26 |
Last trading day: | 2024-12-17 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -15.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.70 |
Historic volatility: | 0.22 |
Parity: | -0.80 |
Time value: | 0.38 |
Break-even: | 46.20 |
Moneyness: | 0.86 |
Premium: | 0.20 |
Premium p.a.: | 1.22 |
Spread abs.: | 0.03 |
Spread %: | 8.57% |
Delta: | -0.26 |
Theta: | -0.04 |
Omega: | -4.03 |
Rho: | -0.04 |
Quote data
Open: | 0.2000 |
---|---|
High: | 0.2200 |
Low: | 0.2000 |
Previous Close: | 0.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -46.34% | ||
---|---|---|---|
1 Month | -50.00% | ||
3 Months | -35.29% | ||
YTD | -46.34% | ||
1 Year | -69.44% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4100 | 0.2400 |
---|---|---|
1M High / 1M Low: | 0.6200 | 0.2400 |
6M High / 6M Low: | 0.6200 | 0.2400 |
High (YTD): | 2024-03-11 | 0.6600 |
Low (YTD): | 2024-09-24 | 0.2400 |
52W High: | 2023-10-23 | 0.8200 |
52W Low: | 2024-09-24 | 0.2400 |
Avg. price 1W: | 0.3460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4514 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3991 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4836 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 222.23% | |
Volatility 6M: | 136.75% | |
Volatility 1Y: | 114.86% | |
Volatility 3Y: | - |