UniCredit Call 48 RIO1 18.12.2024
/ DE000HC7P3P3
UniCredit Call 48 RIO1 18.12.2024/ DE000HC7P3P3 /
| 2024-06-07 7:38:57 PM |
Chg.-0.070 |
Bid9:34:52 PM |
Ask9:34:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.870EUR |
-7.45% |
0.860
Bid Size: 8,000 |
0.880
Ask Size: 8,000 |
Rio Tinto PLC ORD 10... |
48.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HC7P3P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
48.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2023-06-26 |
| Last trading day: |
2024-12-17 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.63 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.67 |
| Intrinsic value: |
1.56 |
| Implied volatility: |
- |
| Historic volatility: |
0.24 |
| Parity: |
1.56 |
| Time value: |
-0.60 |
| Break-even: |
57.60 |
| Moneyness: |
1.33 |
| Premium: |
-0.09 |
| Premium p.a.: |
-0.17 |
| Spread abs.: |
0.04 |
| Spread %: |
4.35% |
| Delta: |
- |
| Theta: |
- |
| Omega: |
- |
| Rho: |
- |
Quote data
| Open: |
0.940 |
| High: |
0.940 |
| Low: |
0.870 |
| Previous Close: |
0.940 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-13.86% |
| 1 Month |
|
|
-25.64% |
| 3 Months |
|
|
+22.54% |
| YTD |
|
|
-38.30% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.010 |
0.850 |
| 1M High / 1M Low: |
1.390 |
0.850 |
| 6M High / 6M Low: |
1.470 |
0.590 |
| High (YTD): |
2024-01-02 |
1.470 |
| Low (YTD): |
2024-03-14 |
0.590 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.930 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.115 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.981 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
103.09% |
| Volatility 6M: |
|
103.37% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
