UC WAR. PUT 12/24 RIO1/ DE000HC7P3W9 /
05/09/2024 21:45:27 | Chg.-0.0200 | Bid21:59:28 | Ask21:59:28 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5600EUR | -3.45% | 0.5500 Bid Size: 14,000 |
0.5800 Ask Size: 14,000 |
RIO TINTO PLC L... | 50.00 - | 18/12/2024 | 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: | 18/12/2024 |
Issue date: | 26/06/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -9.18 |
Leverage: | Yes |
Calculated values
Fair value: | 0.08 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.73 |
Historic volatility: | 0.23 |
Parity: | -0.42 |
Time value: | 0.59 |
Break-even: | 44.10 |
Moneyness: | 0.92 |
Premium: | 0.19 |
Premium p.a.: | 0.82 |
Spread abs.: | 0.03 |
Spread %: | 5.36% |
Delta: | -0.33 |
Theta: | -0.03 |
Omega: | -3.07 |
Rho: | -0.07 |
Quote data
Open: | 0.5900 |
---|---|
High: | 0.5900 |
Low: | 0.5600 |
Previous Close: | 0.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +40.00% | ||
---|---|---|---|
1 Month | +16.67% | ||
3 Months | +60.00% | ||
YTD | +36.59% | ||
1 Year | -24.32% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.5800 | 0.4000 |
---|---|---|
1M High / 1M Low: | 0.5800 | 0.3800 |
6M High / 6M Low: | 0.6600 | 0.2500 |
High (YTD): | 11/03/2024 | 0.6600 |
Low (YTD): | 21/05/2024 | 0.2500 |
52W High: | 08/09/2023 | 0.8400 |
52W Low: | 21/05/2024 | 0.2500 |
Avg. price 1W: | 0.4820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4509 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4153 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.4976 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 147.33% | |
Volatility 6M: | 120.16% | |
Volatility 1Y: | 105.06% | |
Volatility 3Y: | - |