UC WAR. CALL 01/25 WMT/ DE000HC48UK2 /
| 8/27/2024 11:40:27 AM | Chg.- | Bid12:01:11 PM | Ask8/27/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.6200EUR | - | 4.6300 Bid Size: 6,000 |
- Ask Size: 6,000 |
WALMART DL-,10 | 60.00 - | 1/15/2025 | Call |
Master data
| WKN: | HC48UK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/20/2023 |
| Last trading day: | 8/27/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.25 |
|---|---|
| Intrinsic value: | 2.97 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.16 |
| Parity: | 2.97 |
| Time value: | 1.72 |
| Break-even: | 75.63 |
| Moneyness: | 1.17 |
| Premium: | 0.08 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.03 |
| Spread %: | 0.64% |
| Delta: | 0.74 |
| Theta: | -0.03 |
| Omega: | 3.30 |
| Rho: | 0.14 |
Quote data
| Open: | 4.5800 |
|---|---|
| High: | 4.6200 |
| Low: | 4.5800 |
| Previous Close: | 4.6200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.76% | ||
|---|---|---|---|
| 1 Month | +57.68% | ||
| 3 Months | +105.33% | ||
| YTD | +683.05% | ||
| 1 Year | +344.23% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.6200 | 4.6200 |
|---|---|---|
| 1M High / 1M Low: | 4.6200 | 2.6400 |
| 6M High / 6M Low: | 4.6200 | 1.2000 |
| High (YTD): | 8/27/2024 | 4.6200 |
| Low (YTD): | 1/5/2024 | 0.5400 |
| 52W High: | 8/27/2024 | 4.6200 |
| 52W Low: | 12/12/2023 | 0.4500 |
| Avg. price 1W: | 4.6200 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5060 | |
| Avg. volume 1M: | 12.7000 | |
| Avg. price 6M: | 2.3583 | |
| Avg. volume 6M: | 2.0159 | |
| Avg. price 1Y: | 1.6127 | |
| Avg. volume 1Y: | 1.8419 | |
| Volatility 1M: | 166.50% | |
| Volatility 6M: | 139.16% | |
| Volatility 1Y: | 126.12% | |
| Volatility 3Y: | - |
