UniCredit Put 50 RIO1 18.12.2024
/ DE000HC7P3W9
UniCredit Put 50 RIO1 18.12.2024/ DE000HC7P3W9 /
| 2024-06-13 7:30:25 PM |
Chg.+0.010 |
Bid9:20:14 AM |
Ask9:20:14 AM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.360EUR |
+2.86% |
0.380
Bid Size: 100,000 |
0.390
Ask Size: 100,000 |
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: |
-15.98 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.03 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.24 |
| Parity: |
-1.23 |
| Time value: |
0.39 |
| Break-even: |
46.10 |
| Moneyness: |
0.80 |
| Premium: |
0.26 |
| Premium p.a.: |
0.57 |
| Spread abs.: |
0.04 |
| Spread %: |
11.43% |
| Delta: |
-0.22 |
| Theta: |
-0.02 |
| Omega: |
-3.45 |
| Rho: |
-0.09 |
Quote data
| Open: |
0.360 |
| High: |
0.380 |
| Low: |
0.360 |
| Previous Close: |
0.350 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+9.09% |
| 1 Month |
|
|
+16.13% |
| 3 Months |
|
|
-42.86% |
| YTD |
|
|
-10.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.370 |
0.330 |
| 1M High / 1M Low: |
0.370 |
0.230 |
| 6M High / 6M Low: |
0.640 |
0.230 |
| High (YTD): |
2024-03-11 |
0.640 |
| Low (YTD): |
2024-05-21 |
0.230 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.348 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.302 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.444 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
130.61% |
| Volatility 6M: |
|
102.03% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
