UniCredit Call 58 RIO 18.06.2025
/ DE000HD8E0J2
UniCredit Call 58 RIO 18.06.2025/ DE000HD8E0J2 /
10/9/2024 1:11:54 PM |
Chg.-0.010 |
Bid10/9/2024 |
Ask10/9/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.220EUR |
-4.35% |
0.220 Bid Size: 175,000 |
0.230 Ask Size: 175,000 |
Rio Tinto PLC ORD 10... |
58.00 GBP |
6/18/2025 |
Call |
Master data
WKN: |
HD8E0J |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
Rio Tinto PLC ORD 10P |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
58.00 GBP |
Maturity: |
6/18/2025 |
Issue date: |
9/2/2024 |
Last trading day: |
6/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
23.36 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.21 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.23 |
Parity: |
-0.85 |
Time value: |
0.26 |
Break-even: |
71.82 |
Moneyness: |
0.88 |
Premium: |
0.18 |
Premium p.a.: |
0.28 |
Spread abs.: |
0.03 |
Spread %: |
13.04% |
Delta: |
0.34 |
Theta: |
-0.01 |
Omega: |
7.97 |
Rho: |
0.13 |
Quote data
Open: |
0.220 |
High: |
0.220 |
Low: |
0.220 |
Previous Close: |
0.230 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-37.14% |
1 Month |
|
|
+100.00% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.230 |
1M High / 1M Low: |
0.350 |
0.100 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.318 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.223 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
277.04% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |