UniCredit Call 48 RIO1 18.12.2024
/ DE000HC7P3P3
UniCredit Call 48 RIO1 18.12.2024/ DE000HC7P3P3 /
| 20/05/2024 09:04:14 |
Chg.+0.05 |
Bid10:14:38 |
Ask10:14:38 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.37EUR |
+3.79% |
1.35
Bid Size: 45,000 |
1.36
Ask Size: 45,000 |
RIO TINTO PLC L... |
48.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HC7P3P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RIO TINTO PLC LS-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
26/06/2023 |
| Last trading day: |
17/12/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
4.94 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
2.04 |
| Intrinsic value: |
1.92 |
| Implied volatility: |
- |
| Historic volatility: |
0.25 |
| Parity: |
1.92 |
| Time value: |
-0.56 |
| Break-even: |
61.60 |
| Moneyness: |
1.40 |
| Premium: |
-0.08 |
| Premium p.a.: |
-0.14 |
| Spread abs.: |
0.04 |
| Spread %: |
3.03% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
1.37 |
| High: |
1.37 |
| Low: |
1.37 |
| Previous Close: |
1.32 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+23.42% |
| 1 Month |
|
|
+35.64% |
| 3 Months |
|
|
+77.92% |
| YTD |
|
|
-4.20% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.32 |
1.07 |
| 1M High / 1M Low: |
1.32 |
0.94 |
| 6M High / 6M Low: |
1.44 |
0.58 |
| High (YTD): |
02/01/2024 |
1.44 |
| Low (YTD): |
05/03/2024 |
0.58 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.15 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.09 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
0.98 |
| Avg. volume 6M: |
|
0.00 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
95.12% |
| Volatility 6M: |
|
104.69% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
