UniCredit Call 46 RIO1 18.12.2024
/ DE000HC7P3N8
UniCredit Call 46 RIO1 18.12.2024/ DE000HC7P3N8 /
2024-06-10 11:50:15 AM |
Chg.-0.010 |
Bid12:25:31 PM |
Ask12:25:31 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
-0.95% |
1.040 Bid Size: 50,000 |
1.050 Ask Size: 50,000 |
RIO TINTO PLC L... |
46.00 - |
2024-12-18 |
Call |
Master data
WKN: |
HC7P3N |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RIO TINTO PLC LS-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
46.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
5.94 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.79 |
Intrinsic value: |
1.69 |
Implied volatility: |
- |
Historic volatility: |
0.24 |
Parity: |
1.69 |
Time value: |
-0.63 |
Break-even: |
56.60 |
Moneyness: |
1.37 |
Premium: |
-0.10 |
Premium p.a.: |
-0.18 |
Spread abs.: |
0.04 |
Spread %: |
3.92% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
1.050 |
High: |
1.050 |
Low: |
1.040 |
Previous Close: |
1.050 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-8.77% |
1 Month |
|
|
-21.80% |
3 Months |
|
|
+36.84% |
YTD |
|
|
-34.59% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.140 |
1.020 |
1M High / 1M Low: |
1.580 |
1.020 |
6M High / 6M Low: |
1.650 |
0.710 |
High (YTD): |
2024-01-02 |
1.650 |
Low (YTD): |
2024-03-14 |
0.710 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.076 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.283 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.136 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
93.09% |
Volatility 6M: |
|
95.35% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |