UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 2024-07-26 5:40:29 PM | Chg.-0.0800 | Bid6:17:39 PM | Ask6:17:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.4700EUR | -3.14% | 2.4400 Bid Size: 15,000 |
2.4500 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 2025-01-15 | Call |
Master data
| WKN: | HC48UL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.59 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.27 |
|---|---|
| Intrinsic value: | 1.85 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | 1.85 |
| Time value: | 0.70 |
| Break-even: | 66.86 |
| Moneyness: | 1.11 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.39% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 5.99 |
| Rho: | 0.20 |
Quote data
| Open: | 2.5600 |
|---|---|
| High: | 2.5800 |
| Low: | 2.4700 |
| Previous Close: | 2.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.18% | ||
|---|---|---|---|
| 1 Month | +8.81% | ||
| 3 Months | +149.49% | ||
| YTD | +567.57% | ||
| 1 Year | +304.92% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7500 | 2.5500 |
|---|---|---|
| 1M High / 1M Low: | 2.7500 | 2.0300 |
| 6M High / 6M Low: | 2.7500 | 0.4600 |
| High (YTD): | 2024-07-19 | 2.7500 |
| Low (YTD): | 2024-01-05 | 0.3300 |
| 52W High: | 2024-07-19 | 2.7500 |
| 52W Low: | 2023-12-11 | 0.2700 |
| Avg. price 1W: | 2.6480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4445 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3723 | |
| Avg. volume 6M: | .7559 | |
| Avg. price 1Y: | 0.9689 | |
| Avg. volume 1Y: | .3750 | |
| Volatility 1M: | 66.70% | |
| Volatility 6M: | 157.61% | |
| Volatility 1Y: | 138.47% | |
| Volatility 3Y: | - |
