UC WAR. PUT 12/25 RIO1/ DE000HD6SQB0 /
9/3/2024 9:45:57 PM | Chg.+0.0900 | Bid9:59:32 PM | Ask9:59:32 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9600EUR | +10.34% | 0.9500 Bid Size: 12,000 |
0.9800 Ask Size: 12,000 |
Rio Tinto PLC ORD 10... | 50.00 - | 12/17/2025 | Put |
Master data
WKN: | HD6SQB |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Rio Tinto PLC ORD 10P |
Type: | Warrant |
Option type: | Put |
Strike price: | 50.00 - |
Maturity: | 12/17/2025 |
Issue date: | 7/1/2024 |
Last trading day: | 12/16/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | -6.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.21 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.55 |
Historic volatility: | 0.23 |
Parity: | -0.63 |
Time value: | 0.88 |
Break-even: | 41.20 |
Moneyness: | 0.89 |
Premium: | 0.27 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.03 |
Spread %: | 3.53% |
Delta: | -0.28 |
Theta: | -0.01 |
Omega: | -1.81 |
Rho: | -0.32 |
Quote data
Open: | 0.8800 |
---|---|
High: | 0.9600 |
Low: | 0.8800 |
Previous Close: | 0.8700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +20.00% | ||
---|---|---|---|
1 Month | +12.94% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8700 | 0.8000 |
---|---|---|
1M High / 1M Low: | 0.8800 | 0.8000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8495 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 56.73% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |