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: | - |
