UC WAR. CALL 03/25 RIO1/ DE000HD780M1 /
2024-09-03 9:45:44 PM | Chg.-0.1100 | Bid9:59:38 PM | Ask9:59:38 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5100EUR | -17.74% | 0.4900 Bid Size: 10,000 |
0.5200 Ask Size: 10,000 |
Rio Tinto PLC ORD 10... | 45.00 GBP | 2025-03-19 | Call |
Master data
WKN: | HD780M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 GBP |
Maturity: | 2025-03-19 |
Issue date: | 2024-07-22 |
Last trading day: | 2025-03-18 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.94 |
Leverage: | Yes |
Calculated values
Fair value: | 0.59 |
---|---|
Intrinsic value: | 0.29 |
Implied volatility: | 0.25 |
Historic volatility: | 0.23 |
Parity: | 0.29 |
Time value: | 0.34 |
Break-even: | 59.73 |
Moneyness: | 1.05 |
Premium: | 0.06 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.03 |
Spread %: | 5.00% |
Delta: | 0.68 |
Theta: | -0.01 |
Omega: | 6.11 |
Rho: | 0.17 |
Quote data
Open: | 0.5600 |
---|---|
High: | 0.5700 |
Low: | 0.5100 |
Previous Close: | 0.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -22.73% | ||
---|---|---|---|
1 Month | -35.44% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6900 | 0.5100 |
---|---|---|
1M High / 1M Low: | 0.7700 | 0.5100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6300 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6909 | |
Avg. volume 1M: | 97.7273 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 113.43% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |