UniCredit Call 70 RIO1 18.06.2025
/ DE000HD1H1U1
UniCredit Call 70 RIO1 18.06.2025/ DE000HD1H1U1 /
9/17/2024 11:37:50 AM |
Chg.+0.007 |
Bid9/17/2024 |
Ask9/17/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.046EUR |
+17.95% |
0.046 Bid Size: 175,000 |
0.053 Ask Size: 175,000 |
RIO TINTO PLC L... |
70.00 - |
6/18/2025 |
Call |
Master data
WKN: |
HD1H1U |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RIO TINTO PLC LS-,10 |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
70.00 - |
Maturity: |
6/18/2025 |
Issue date: |
12/28/2023 |
Last trading day: |
6/17/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
40.44 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.10 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.25 |
Historic volatility: |
0.22 |
Parity: |
-1.34 |
Time value: |
0.14 |
Break-even: |
71.40 |
Moneyness: |
0.81 |
Premium: |
0.26 |
Premium p.a.: |
0.36 |
Spread abs.: |
0.13 |
Spread %: |
1,300.00% |
Delta: |
0.22 |
Theta: |
-0.01 |
Omega: |
8.98 |
Rho: |
0.08 |
Quote data
Open: |
0.044 |
High: |
0.047 |
Low: |
0.044 |
Previous Close: |
0.039 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
+119.05% |
1 Month |
|
|
+9.52% |
3 Months |
|
|
-61.67% |
YTD |
|
|
-90.00% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.039 |
0.021 |
1M High / 1M Low: |
0.050 |
0.012 |
6M High / 6M Low: |
0.320 |
0.012 |
High (YTD): |
1/2/2024 |
0.480 |
Low (YTD): |
8/26/2024 |
0.012 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.033 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.033 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.130 |
Avg. volume 6M: |
|
195.313 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
996.36% |
Volatility 6M: |
|
474.98% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |