UC WAR. CALL 01/25 WMT/ DE000HC48UK2 /
| 8/9/2024 7:40:03 PM | Chg.+0.0500 | Bid8:17:11 PM | Ask8:17:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7900EUR | +1.82% | 2.7700 Bid Size: 15,000 |
2.7800 Ask Size: 15,000 |
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: | 6.71 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.44 |
|---|---|
| Intrinsic value: | 2.11 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | 2.11 |
| Time value: | 0.66 |
| Break-even: | 64.20 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.36% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 5.37 |
| Rho: | 0.18 |
Quote data
| Open: | 2.7600 |
|---|---|
| High: | 2.7900 |
| Low: | 2.7400 |
| Previous Close: | 2.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.06% | ||
|---|---|---|---|
| 1 Month | -15.20% | ||
| 3 Months | +93.75% | ||
| YTD | +372.88% | ||
| 1 Year | +179.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9100 | 2.6400 |
|---|---|---|
| 1M High / 1M Low: | 3.5200 | 2.6400 |
| 6M High / 6M Low: | 3.5200 | 0.9500 |
| High (YTD): | 7/19/2024 | 3.5200 |
| Low (YTD): | 1/5/2024 | 0.5400 |
| 52W High: | 7/19/2024 | 3.5200 |
| 52W Low: | 12/12/2023 | 0.4500 |
| Avg. price 1W: | 2.7500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.0704 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.4566 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 81.09% | |
| Volatility 6M: | 132.67% | |
| Volatility 1Y: | 120.10% | |
| Volatility 3Y: | - |
