UC WAR. PUT 12/24 RIO1/ DE000HC7P3W9 /
7/5/2024 9:46:12 PM | Chg.+0.0300 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.3200EUR | +10.34% | 0.3000 Bid Size: 15,000 |
0.3400 Ask Size: 15,000 |
RIO TINTO PLC L... | 50.00 - | 12/18/2024 | Put |
Master data
WKN: | HC7P3W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | RIO TINTO PLC LS-,10 |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 12/18/2024 |
Issue date: | 6/26/2023 |
Last trading day: | 12/17/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -18.37 |
Leverage: | Yes |
Calculated values
Fair value: | 0.02 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.57 |
Historic volatility: | 0.23 |
Parity: | -1.25 |
Time value: | 0.34 |
Break-even: | 46.60 |
Moneyness: | 0.80 |
Premium: | 0.25 |
Premium p.a.: | 0.65 |
Spread abs.: | 0.04 |
Spread %: | 13.33% |
Delta: | -0.21 |
Theta: | -0.02 |
Omega: | -3.81 |
Rho: | -0.07 |
Quote data
Open: | 0.2900 |
---|---|
High: | 0.3200 |
Low: | 0.2900 |
Previous Close: | 0.2900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.57% | ||
---|---|---|---|
1 Month | -5.88% | ||
3 Months | -43.86% | ||
YTD | -21.95% | ||
1 Year | -63.64% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.3600 | 0.2900 |
---|---|---|
1M High / 1M Low: | 0.4000 | 0.2900 |
6M High / 6M Low: | 0.6600 | 0.2500 |
High (YTD): | 3/11/2024 | 0.6600 |
Low (YTD): | 5/21/2024 | 0.2500 |
52W High: | 8/16/2023 | 1.0000 |
52W Low: | 5/21/2024 | 0.2500 |
Avg. price 1W: | 0.3200 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3529 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4448 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.5645 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 111.14% | |
Volatility 6M: | 107.68% | |
Volatility 1Y: | 93.80% | |
Volatility 3Y: | - |