UC WAR. CALL 06/25 RIO1/ DE000HD3TNQ0 /
14/08/2024 21:46:14 | Chg.-0.0700 | Bid21:59:41 | Ask21:59:41 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7000EUR | -9.09% | 0.7000 Bid Size: 10,000 |
0.7300 Ask Size: 10,000 |
Rio Tinto PLC ORD 10... | 45.00 GBP | 18/06/2025 | Call |
Master data
WKN: | HD3TNQ |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 GBP |
Maturity: | 18/06/2025 |
Issue date: | 18/03/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.27 |
Leverage: | Yes |
Calculated values
Fair value: | 0.89 |
---|---|
Intrinsic value: | 0.55 |
Implied volatility: | 0.17 |
Historic volatility: | 0.22 |
Parity: | 0.55 |
Time value: | 0.25 |
Break-even: | 60.66 |
Moneyness: | 1.10 |
Premium: | 0.04 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.03 |
Spread %: | 3.90% |
Delta: | 0.82 |
Theta: | -0.01 |
Omega: | 5.98 |
Rho: | 0.34 |
Quote data
Open: | 0.6900 |
---|---|
High: | 0.7000 |
Low: | 0.6800 |
Previous Close: | 0.7700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.89% | ||
---|---|---|---|
1 Month | -37.50% | ||
3 Months | -52.38% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7900 | 0.7600 |
---|---|---|
1M High / 1M Low: | 1.0500 | 0.7600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8355 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 81.89% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |