UniCredit Put 50 RIO1 18.09.2024
/ DE000HC9M4E6
UniCredit Put 50 RIO1 18.09.2024/ DE000HC9M4E6 /
| 17/06/2024 12:37:00 |
Chg.+0.050 |
Bid17/06/2024 |
Ask17/06/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.300EUR |
+20.00% |
0.300
Bid Size: 100,000 |
0.310
Ask Size: 100,000 |
RIO TINTO PLC L... |
50.00 - |
18/09/2024 |
Put |
Master data
| WKN: |
HC9M4E |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
RIO TINTO PLC LS-,10 |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
18/09/2024 |
| Issue date: |
02/10/2023 |
| Last trading day: |
17/09/2024 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-23.05 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.01 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.66 |
| Historic volatility: |
0.24 |
| Parity: |
-1.22 |
| Time value: |
0.27 |
| Break-even: |
47.30 |
| Moneyness: |
0.80 |
| Premium: |
0.24 |
| Premium p.a.: |
1.33 |
| Spread abs.: |
0.04 |
| Spread %: |
17.39% |
| Delta: |
-0.20 |
| Theta: |
-0.03 |
| Omega: |
-4.55 |
| Rho: |
-0.04 |
Quote data
| Open: |
0.290 |
| High: |
0.300 |
| Low: |
0.290 |
| Previous Close: |
0.250 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+42.86% |
| 1 Month |
|
|
+100.00% |
| 3 Months |
|
|
-44.44% |
| YTD |
|
|
-9.09% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.250 |
0.210 |
| 1M High / 1M Low: |
0.250 |
0.130 |
| 6M High / 6M Low: |
0.560 |
0.130 |
| High (YTD): |
11/03/2024 |
0.560 |
| Low (YTD): |
27/05/2024 |
0.130 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.236 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.192 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.348 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
197.52% |
| Volatility 6M: |
|
140.27% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
