BANK VONTOBEL/CALL/RIO TINTO/5200.0001/0.1/20.12.24 Stock

Warrant

WRIAFV

CH1325093909

Market Closed - Swiss Exchange 11:20:00 2024-05-22 am EDT
0.92 CHF -13.21% Intraday chart for BANK VONTOBEL/CALL/RIO TINTO/5200.0001/0.1/20.12.24
Current month+21.05%
1 month+27.78%

Comparison chart between the derivative product and it's underlying value

End-of-day quotes
Date Price Change
24-05-22 0.92 -13.21%
24-05-21 1.06 +11.58%
24-05-17 0.95 +10.47%
24-05-16 0.86 +10.26%
24-05-15 0.78 -3.70%

Delayed Quote Swiss Exchange

Last update May 22, 2024 at 11:20 am EDT

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Static data

Product typeWarrants
Buy / SellCALL
Underlying RIO TINTO PLC
IssuerLogo Issuer Vontobel Vontobel
WRIAFV
ISINCH1325093909
Date issued 2024-02-23
Strike 5,200 p
Maturity 2024-12-20 (212 Days)
Parity 10 : 1
Emission price 0.46 CHF
Emission volume N/A
Settlement physique
Currency CHF

Technical Indicators

Highest since issue 1.06 CHF
Lowest since issue 0.365 CHF
Delta0.78x
Omega 5.607
Premium5.21x
Gearing7.23x
Moneyness 1.094
Difference Strike -490 p
Difference Strike %-9.42%
Spread 0.01 CHF
Spread %1.09%
Theoretical value 0.9150
Implied Volatility 23.54 %
Total Loss Probability 28.17 %
Intrinsic value 0.5701
Present value 0.3449
Break even 5,986.49 CHF
Theta-0.01x
Vega0.02x
Rho0.02x

Company Profile

Rio Tinto plc is one of the world's leaders in mining research, prospecting and operating. Net sales break down by family of products as follows: - iron ore (59%): 283.2 Mt produced in 2022; - aluminum, alumina and bauxite (24.9%): 54.6 Mt bauxite, 7.5 Mt alumina and 3 Mt aluminum produced; - copper (5.8%) : 521.1 Kt produced; - industrial minerals (4.8%): titanium dioxide pigments (1,200 Kt produced), borates (532 Kt produced) and salts (5.7 Mt produced); - diamonds (1.5%) : 4.7 million carats produced; - gold (1%) : 235,000 ounces produced; - other (3%): uranium, silver, zinc and molybdenum. Net sales are distributed geographically as follows: the United Kingdom (0.3%), Europe (6.5%), China (54.3%), Japan (7.4%), Asia (7.1%), the United States (15.9%), Canada (3.1%), Australia (1.9%) and other (3.5%).
Sector
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More about the company

Ratings for Rio Tinto plc

Trading Rating
Investor Rating
ESG Refinitiv
C
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Consensus: Rio Tinto plc

Sell
Consensus
Buy
Mean consensus
OUTPERFORM
Number of Analysts
19
Last Close Price
72.41 USD
Average target price
77.02 USD
Spread / Average Target
+6.36%
Consensus
  1. Stock Market
  2. Warrants
  3. WRIAFV Warrant