UniCredit Put 50 RIO1 18.06.2025
/ DE000HD1H1W7
UniCredit Put 50 RIO1 18.06.2025/ DE000HD1H1W7 /
| 8/14/2024 5:38:33 PM |
Chg.+0.030 |
Bid8/14/2024 |
Ask8/14/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.720EUR |
+4.35% |
0.720
Bid Size: 20,000 |
0.740
Ask Size: 20,000 |
Rio Tinto PLC ORD 10... |
50.00 - |
6/18/2025 |
Put |
Master data
| WKN: |
HD1H1W |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Rio Tinto PLC ORD 10P |
| Type: |
Warrant |
| Option type: |
Put |
| Strike price: |
50.00 - |
| Maturity: |
6/18/2025 |
| Issue date: |
12/28/2023 |
| Last trading day: |
6/17/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
-8.31 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.11 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.58 |
| Historic volatility: |
0.22 |
| Parity: |
-0.82 |
| Time value: |
0.70 |
| Break-even: |
43.00 |
| Moneyness: |
0.86 |
| Premium: |
0.26 |
| Premium p.a.: |
0.32 |
| Spread abs.: |
0.03 |
| Spread %: |
4.48% |
| Delta: |
-0.27 |
| Theta: |
-0.01 |
| Omega: |
-2.26 |
| Rho: |
-0.19 |
Quote data
| Open: |
0.750 |
| High: |
0.750 |
| Low: |
0.720 |
| Previous Close: |
0.690 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-2.70% |
| 1 Month |
|
|
+33.33% |
| 3 Months |
|
|
+44.00% |
| YTD |
|
|
+26.32% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.740 |
0.690 |
| 1M High / 1M Low: |
0.740 |
0.580 |
| 6M High / 6M Low: |
0.840 |
0.430 |
| High (YTD): |
3/11/2024 |
0.840 |
| Low (YTD): |
5/27/2024 |
0.430 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.706 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.672 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.627 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
80.30% |
| Volatility 6M: |
|
84.99% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
