UC WAR. CALL 03/25 RIO1/ DE000HD43LV7 /
14/08/2024 21:46:49 | Chg.-0.0160 | Bid21:59:04 | Ask21:59:04 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0840EUR | -16.00% | 0.0800 Bid Size: 15,000 |
0.1100 Ask Size: 15,000 |
RIO TINTO PLC L... | 60.00 - | 19/03/2025 | Call |
Master data
WKN: | HD43LV |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RIO TINTO PLC LS-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 - |
Maturity: | 19/03/2025 |
Issue date: | 25/03/2024 |
Last trading day: | 18/03/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 44.73 |
Leverage: | Yes |
Calculated values
Fair value: | 0.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.09 |
Historic volatility: | 0.22 |
Parity: | -0.19 |
Time value: | 0.13 |
Break-even: | 61.30 |
Moneyness: | 0.97 |
Premium: | 0.05 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.03 |
Spread %: | 30.00% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 20.38 |
Rho: | 0.15 |
Quote data
Open: | 0.0750 |
---|---|
High: | 0.0840 |
Low: | 0.0750 |
Previous Close: | 0.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -30.00% | ||
---|---|---|---|
1 Month | -58.00% | ||
3 Months | -81.33% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1200 | 0.0840 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.0840 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1068 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1302 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 138.51% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |