UniCredit Call 45 RIO 17.12.2025
/ DE000HD780P4
UniCredit Call 45 RIO 17.12.2025/ DE000HD780P4 /
| 08/11/2024 21:09:04 |
Chg.-0.090 |
Bid21:59:18 |
Ask21:59:18 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.910EUR |
-9.00% |
0.910
Bid Size: 14,000 |
0.940
Ask Size: 14,000 |
Rio Tinto PLC ORD 10... |
45.00 GBP |
17/12/2025 |
Call |
Master data
| WKN: |
HD780P |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
45.00 GBP |
| Maturity: |
17/12/2025 |
| Issue date: |
22/07/2024 |
| Last trading day: |
16/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
6.40 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.00 |
| Intrinsic value: |
0.59 |
| Implied volatility: |
0.19 |
| Historic volatility: |
0.22 |
| Parity: |
0.59 |
| Time value: |
0.35 |
| Break-even: |
63.64 |
| Moneyness: |
1.11 |
| Premium: |
0.06 |
| Premium p.a.: |
0.05 |
| Spread abs.: |
0.03 |
| Spread %: |
3.30% |
| Delta: |
0.79 |
| Theta: |
-0.01 |
| Omega: |
5.03 |
| Rho: |
0.42 |
Quote data
| Open: |
0.910 |
| High: |
0.910 |
| Low: |
0.910 |
| Previous Close: |
1.000 |
| Turnover: |
0.000 |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-7.14% |
| 1 Month |
|
|
-13.33% |
| 3 Months |
|
|
+5.81% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.000 |
0.910 |
| 1M High / 1M Low: |
1.110 |
0.910 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.965 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.988 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
79.89% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
