UC WAR. CALL 01/25 WMT/ DE000HC48UK2 /
| 6/26/2024 9:41:10 PM | Chg.+0.2900 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0100EUR | +10.66% | 2.9800 Bid Size: 14,000 |
2.9900 Ask Size: 14,000 |
Walmart Inc | 60.00 USD | 1/15/2025 | Call |
Master data
| WKN: | HC48UK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 2/20/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.53 |
|---|---|
| Intrinsic value: | 2.08 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.16 |
| Parity: | 2.08 |
| Time value: | 0.71 |
| Break-even: | 65.33 |
| Moneyness: | 1.12 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.06 |
| Spread %: | 2.20% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 5.48 |
| Rho: | 0.23 |
Quote data
| Open: | 2.7600 |
|---|---|
| High: | 3.0300 |
| Low: | 2.7600 |
| Previous Close: | 2.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.79% | ||
|---|---|---|---|
| 1 Month | +23.87% | ||
| 3 Months | +95.45% | ||
| YTD | +410.17% | ||
| 1 Year | +285.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1000 | 2.7200 |
|---|---|---|
| 1M High / 1M Low: | 3.1000 | 2.2000 |
| 6M High / 6M Low: | 3.1000 | 0.5400 |
| High (YTD): | 6/24/2024 | 3.1000 |
| Low (YTD): | 1/5/2024 | 0.5400 |
| 52W High: | 6/24/2024 | 3.1000 |
| 52W Low: | 12/12/2023 | 0.4500 |
| Avg. price 1W: | 2.9400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6143 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4911 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1820 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 93.31% | |
| Volatility 6M: | 134.30% | |
| Volatility 1Y: | 121.23% | |
| Volatility 3Y: | - |
