UniCredit Put 50 RIO1 18.06.2025
/ DE000HD1H1W7
UniCredit Put 50 RIO1 18.06.2025/ DE000HD1H1W7 /
8/14/2024 7:41:14 PM |
Chg.+0.030 |
Bid9:59:41 PM |
Ask9:59:41 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.720EUR |
+4.35% |
0.700 Bid Size: 12,000 |
0.730 Ask Size: 12,000 |
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: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+33.33% |
3 Months |
|
|
+44.00% |
YTD |
|
|
+26.32% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.720 |
0.680 |
1M High / 1M Low: |
0.740 |
0.580 |
6M High / 6M Low: |
0.840 |
0.420 |
High (YTD): |
3/11/2024 |
0.840 |
Low (YTD): |
5/21/2024 |
0.420 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.700 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.675 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.628 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
73.57% |
Volatility 6M: |
|
83.29% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |