UC WAR. CALL 12/24 RIO1/ DE000HC7Y7V1 /
| 7/5/2024 9:45:43 PM | Chg.-0.1100 | Bid9:59:31 PM | Ask9:59:31 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | -9.02% | 1.1000 Bid Size: 6,000 |
1.1400 Ask Size: 6,000 |
RIO TINTO PLC L... | 44.00 - | 12/18/2024 | Call |
Master data
| WKN: | HC7Y7V |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RIO TINTO PLC LS-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 44.00 - |
| Maturity: | 12/18/2024 |
| Issue date: | 7/10/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.92 |
|---|---|
| Intrinsic value: | 1.85 |
| Implied volatility: | - |
| Historic volatility: | 0.23 |
| Parity: | 1.85 |
| Time value: | -0.71 |
| Break-even: | 55.40 |
| Moneyness: | 1.42 |
| Premium: | -0.11 |
| Premium p.a.: | -0.23 |
| Spread abs.: | 0.04 |
| Spread %: | 3.64% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.2100 |
|---|---|
| High: | 1.2100 |
| Low: | 1.1100 |
| Previous Close: | 1.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.72% | ||
|---|---|---|---|
| 1 Month | -10.48% | ||
| 3 Months | +13.27% | ||
| YTD | -37.99% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2200 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.2700 | 1.0200 |
| 6M High / 6M Low: | 1.7800 | 0.8600 |
| High (YTD): | 1/2/2024 | 1.8300 |
| Low (YTD): | 3/11/2024 | 0.8600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1252 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2395 | |
| Avg. volume 6M: | 26.7717 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 91.42% | |
| Volatility 6M: | 93.36% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
