UniCredit Put 50 RIO 18.12.2024
/ DE000HC7P3W9
UniCredit Put 50 RIO 18.12.2024/ DE000HC7P3W9 /
2024-06-07 7:29:36 PM |
Chg.+0.020 |
Bid9:59:05 PM |
Ask9:59:05 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.330EUR |
+6.45% |
0.330 Bid Size: 15,000 |
0.370 Ask Size: 15,000 |
RIO TINTO PLC L... |
50.00 - |
2024-12-18 |
Put |
Master data
WKN: |
HC7P3W |
Issuer: |
UniCredit |
Currency: |
EUR |
Underlying: |
RIO TINTO PLC LS-,10 |
Type: |
Warrant |
Option type: |
Put |
Strike price: |
50.00 - |
Maturity: |
2024-12-18 |
Issue date: |
2023-06-26 |
Last trading day: |
2024-12-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
-18.71 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.03 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.55 |
Historic volatility: |
0.24 |
Parity: |
-1.36 |
Time value: |
0.34 |
Break-even: |
46.60 |
Moneyness: |
0.79 |
Premium: |
0.27 |
Premium p.a.: |
0.56 |
Spread abs.: |
0.04 |
Spread %: |
13.33% |
Delta: |
-0.20 |
Theta: |
-0.02 |
Omega: |
-3.68 |
Rho: |
-0.08 |
Quote data
Open: |
0.320 |
High: |
0.330 |
Low: |
0.320 |
Previous Close: |
0.310 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+6.45% |
1 Month |
|
|
+3.13% |
3 Months |
|
|
-45.90% |
YTD |
|
|
-17.50% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.350 |
0.310 |
1M High / 1M Low: |
0.350 |
0.230 |
6M High / 6M Low: |
0.640 |
0.230 |
High (YTD): |
2024-03-11 |
0.640 |
Low (YTD): |
2024-05-21 |
0.230 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.330 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.294 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.449 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
125.20% |
Volatility 6M: |
|
101.24% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |