UniCredit Call 44 RIO1 18.12.2024
/ DE000HC7Y7V1
UniCredit Call 44 RIO1 18.12.2024/ DE000HC7Y7V1 /
16/08/2024 10:42:46 |
Chg.+0.010 |
Bid11:20:48 |
Ask11:20:48 |
Underlying |
Strike price |
Expiration date |
Option type |
0.630EUR |
+1.61% |
0.640 Bid Size: 60,000 |
0.650 Ask Size: 60,000 |
RIO TINTO PLC L... |
44.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7Y7V |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RIO TINTO PLC LS-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
44.00 - |
Maturity: |
18/12/2024 |
Issue date: |
10/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
7.76 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.25 |
Intrinsic value: |
1.19 |
Implied volatility: |
- |
Historic volatility: |
0.21 |
Parity: |
1.19 |
Time value: |
-0.47 |
Break-even: |
51.20 |
Moneyness: |
1.27 |
Premium: |
-0.08 |
Premium p.a.: |
-0.23 |
Spread abs.: |
0.13 |
Spread %: |
22.03% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.630 |
High: |
0.630 |
Low: |
0.630 |
Previous Close: |
0.620 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-11.27% |
1 Month |
|
|
-30.00% |
3 Months |
|
|
-58.28% |
YTD |
|
|
-64.80% |
1 Year |
|
|
-23.17% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.710 |
0.620 |
1M High / 1M Low: |
0.900 |
0.620 |
6M High / 6M Low: |
1.710 |
0.620 |
High (YTD): |
02/01/2024 |
1.790 |
Low (YTD): |
15/08/2024 |
0.620 |
52W High: |
22/12/2023 |
1.800 |
52W Low: |
15/08/2024 |
0.620 |
Avg. price 1W: |
|
0.674 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.743 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
1.109 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.207 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
118.78% |
Volatility 6M: |
|
100.35% |
Volatility 1Y: |
|
92.15% |
Volatility 3Y: |
|
- |