UC WAR. CALL 12/24 RIO1/ DE000HC7P3N8 /
| 2024-06-05 9:46:54 PM | Chg.- | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0400EUR | - | 0.9700 Bid Size: 4,000 |
1.1200 Ask Size: 4,000 |
RIO TINTO PLC L... | 46.00 - | 2024-12-18 | Call |
Master data
| WKN: | HC7P3N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | RIO TINTO PLC LS-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 46.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-06-26 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.77 |
|---|---|
| Intrinsic value: | 1.67 |
| Implied volatility: | - |
| Historic volatility: | 0.24 |
| Parity: | 1.67 |
| Time value: | -0.56 |
| Break-even: | 57.10 |
| Moneyness: | 1.36 |
| Premium: | -0.09 |
| Premium p.a.: | -0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 3.74% |
| Delta: | - |
| Theta: | - |
| Omega: | - |
| Rho: | - |
Quote data
| Open: | 1.0600 |
|---|---|
| High: | 1.0600 |
| Low: | 1.0400 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.61% | ||
|---|---|---|---|
| 1 Month | -16.13% | ||
| 3 Months | +35.06% | ||
| YTD | -35.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2000 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.5800 | 1.0400 |
| 6M High / 6M Low: | 1.6400 | 0.7200 |
| High (YTD): | 2024-01-02 | 1.6400 |
| Low (YTD): | 2024-03-11 | 0.7200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3126 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1508 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 89.19% | |
| Volatility 6M: | 95.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
