UC WAR. CALL 06/25 RIO1/ DE000HD3TNQ0 /
| 2024-06-06 1:46:38 PM | Chg.+0.0100 | Bid2:35:58 PM | Ask2:35:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | +0.81% | 1.2300 Bid Size: 50,000 |
1.2400 Ask Size: 50,000 |
Rio Tinto PLC ORD 10... | 45.00 GBP | 2025-06-18 | Call |
Master data
| WKN: | HD3TNQ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Rio Tinto PLC ORD 10P |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 45.00 GBP |
| Maturity: | 2025-06-18 |
| Issue date: | 2024-03-18 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.76 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.33 |
|---|---|
| Intrinsic value: | 0.99 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.24 |
| Parity: | 0.99 |
| Time value: | 0.33 |
| Break-even: | 66.14 |
| Moneyness: | 1.19 |
| Premium: | 0.05 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.15 |
| Spread %: | 12.82% |
| Delta: | 0.84 |
| Theta: | -0.01 |
| Omega: | 4.01 |
| Rho: | 0.41 |
Quote data
| Open: | 1.2400 |
|---|---|
| High: | 1.2500 |
| Low: | 1.2400 |
| Previous Close: | 1.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.42% | ||
|---|---|---|---|
| 1 Month | -11.97% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3900 | 1.2400 |
|---|---|---|
| 1M High / 1M Low: | 1.7500 | 1.2400 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.4913 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
