UC WAR. CALL 12/24 RIO1/ DE000HC7Y7V1 /
| 18/10/2024 13:46:28 | Chg.+0.0700 | Bid15:03:05 | Ask15:03:05 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +9.21% | 0.8200 Bid Size: 70,000 |
0.8300 Ask Size: 70,000 |
RIO TINTO PLC L... | 44.00 - | 18/12/2024 | 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: | 18/12/2024 |
| Issue date: | 10/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.61 |
|---|---|
| Intrinsic value: | 1.58 |
| Implied volatility: | - |
| Historic volatility: | 0.22 |
| Parity: | 1.58 |
| Time value: | -0.81 |
| Break-even: | 51.70 |
| Moneyness: | 1.36 |
| Premium: | -0.14 |
| Premium p.a.: | -0.58 |
| Spread abs.: | 0.03 |
| Spread %: | 4.05% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 0.8200 |
|---|---|
| High: | 0.8300 |
| Low: | 0.8200 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.63% | ||
|---|---|---|---|
| 1 Month | +33.87% | ||
| 3 Months | +2.47% | ||
| YTD | -53.63% | ||
| 1 Year | -29.06% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 1.2500 | 0.6200 |
| 6M High / 6M Low: | 1.7800 | 0.4300 |
| High (YTD): | 02/01/2024 | 1.8300 |
| Low (YTD): | 06/09/2024 | 0.4300 |
| 52W High: | 02/01/2024 | 1.8300 |
| 52W Low: | 06/09/2024 | 0.4300 |
| Avg. price 1W: | 0.8920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9650 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0293 | |
| Avg. volume 6M: | 28.4308 | |
| Avg. price 1Y: | 1.1574 | |
| Avg. volume 1Y: | 70.6875 | |
| Volatility 1M: | 204.31% | |
| Volatility 6M: | 126.22% | |
| Volatility 1Y: | 109.47% | |
| Volatility 3Y: | - |
