UC WAR. PUT 12/24 RIO1/ DE000HC7P3W9 /
9/3/2024 9:45:53 PM | Chg.+0.1200 | Bid9:59:15 PM | Ask9:59:15 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5700EUR | +26.67% | 0.5600 Bid Size: 8,000 |
0.5900 Ask Size: 8,000 |
Rio Tinto PLC ORD 10... | 50.00 - | 12/18/2024 | Put |
Master data
WKN: | HC7P3W |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
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: | -12.24 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.67 |
Historic volatility: | 0.23 |
Parity: | -0.63 |
Time value: | 0.46 |
Break-even: | 45.40 |
Moneyness: | 0.89 |
Premium: | 0.19 |
Premium p.a.: | 0.84 |
Spread abs.: | 0.03 |
Spread %: | 6.98% |
Delta: | -0.29 |
Theta: | -0.03 |
Omega: | -3.61 |
Rho: | -0.06 |
Quote data
Open: | 0.4700 |
---|---|
High: | 0.5700 |
Low: | 0.4700 |
Previous Close: | 0.4500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +46.15% | ||
---|---|---|---|
1 Month | +32.56% | ||
3 Months | +78.13% | ||
YTD | +39.02% | ||
1 Year | -24.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4500 | 0.3900 |
---|---|---|
1M High / 1M Low: | 0.4800 | 0.3800 |
6M High / 6M Low: | 0.6600 | 0.2500 |
High (YTD): | 3/11/2024 | 0.6600 |
Low (YTD): | 5/21/2024 | 0.2500 |
52W High: | 9/8/2023 | 0.8400 |
52W Low: | 5/21/2024 | 0.2500 |
Avg. price 1W: | 0.4180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4390 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4144 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4980 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 122.70% | |
Volatility 6M: | 114.98% | |
Volatility 1Y: | 101.96% | |
Volatility 3Y: | - |