UniCredit Call 45 RIO1 18.12.2024
/ DE000HC7UQB5
UniCredit Call 45 RIO1 18.12.2024/ DE000HC7UQB5 /
02/09/2024 19:37:32 |
Chg.-0.040 |
Bid20:05:15 |
Ask20:05:15 |
Underlying |
Strike price |
Expiration date |
Option type |
0.500EUR |
-7.41% |
0.500 Bid Size: 10,000 |
0.520 Ask Size: 10,000 |
RIO TINTO PLC L... |
45.00 - |
18/12/2024 |
Call |
Master data
WKN: |
HC7UQB |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RIO TINTO PLC LS-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
45.00 - |
Maturity: |
18/12/2024 |
Issue date: |
03/07/2023 |
Last trading day: |
17/12/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
9.72 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.29 |
Intrinsic value: |
1.23 |
Implied volatility: |
- |
Historic volatility: |
0.22 |
Parity: |
1.23 |
Time value: |
-0.64 |
Break-even: |
50.90 |
Moneyness: |
1.27 |
Premium: |
-0.11 |
Premium p.a.: |
-0.33 |
Spread abs.: |
0.03 |
Spread %: |
5.36% |
Delta: |
- |
Theta: |
- |
Omega: |
- |
Rho: |
- |
Quote data
Open: |
0.480 |
High: |
0.520 |
Low: |
0.480 |
Previous Close: |
0.540 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-1.96% |
1 Month |
|
|
-21.88% |
3 Months |
|
|
-60.94% |
YTD |
|
|
-70.59% |
1 Year |
|
|
-53.27% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.610 |
0.510 |
1M High / 1M Low: |
0.670 |
0.510 |
6M High / 6M Low: |
1.670 |
0.510 |
High (YTD): |
02/01/2024 |
1.740 |
Low (YTD): |
26/08/2024 |
0.510 |
52W High: |
02/01/2024 |
1.740 |
52W Low: |
26/08/2024 |
0.510 |
Avg. price 1W: |
|
0.556 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.591 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.990 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
1.114 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
145.97% |
Volatility 6M: |
|
110.92% |
Volatility 1Y: |
|
102.46% |
Volatility 3Y: |
|
- |