UC WAR. CALL 12/25 RIO1/ DE000HD6SQ99 /
8/14/2024 9:46:14 PM | Chg.-0.0100 | Bid9:59:41 PM | Ask9:59:41 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1200EUR | -7.69% | 0.1100 Bid Size: 15,000 |
0.1400 Ask Size: 15,000 |
Rio Tinto PLC ORD 10... | 70.00 - | 12/17/2025 | Call |
Master data
WKN: | HD6SQ9 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 38.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.31 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.16 |
Historic volatility: | 0.22 |
Parity: | -1.19 |
Time value: | 0.15 |
Break-even: | 71.50 |
Moneyness: | 0.83 |
Premium: | 0.23 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.03 |
Spread %: | 25.00% |
Delta: | 0.26 |
Theta: | 0.00 |
Omega: | 9.93 |
Rho: | 0.18 |
Quote data
Open: | 0.1000 |
---|---|
High: | 0.1200 |
Low: | 0.1000 |
Previous Close: | 0.1300 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.29% | ||
---|---|---|---|
1 Month | -42.86% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1400 | 0.1300 |
---|---|---|
1M High / 1M Low: | 0.2000 | 0.1300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1360 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1464 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 117.81% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |