UC WAR. CALL 03/25 RIO1/ DE000HD780M1 /
| 11/8/2024 9:45:38 PM | Chg.-0.2800 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7500EUR | -27.18% | 0.7400 Bid Size: 12,000 |
0.7700 Ask Size: 12,000 |
Rio Tinto PLC ORD 10... | 45.00 GBP | 3/19/2025 | 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: | 3/19/2025 |
| Issue date: | 7/22/2024 |
| Last trading day: | 3/18/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.59 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.22 |
| Parity: | 0.59 |
| Time value: | 0.18 |
| Break-even: | 61.94 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.03 |
| Spread %: | 4.05% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 6.21 |
| Rho: | 0.14 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 0.9800 |
| Low: | 0.7500 |
| Previous Close: | 1.0300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.71% | ||
|---|---|---|---|
| 1 Month | -18.48% | ||
| 3 Months | +1.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0300 | 0.7500 |
|---|---|---|
| 1M High / 1M Low: | 1.0300 | 0.7500 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8609 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.16% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
