UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 2024-07-25 9:42:20 PM | Chg.-0.1200 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5500EUR | -4.49% | - Bid Size: 15,000 |
- 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: | 7.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 2.01 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 2.01 |
| Time value: | 0.66 |
| Break-even: | 67.34 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.38% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 5.91 |
| Rho: | 0.21 |
Quote data
| Open: | 2.6900 |
|---|---|
| High: | 2.6900 |
| Low: | 2.5400 |
| Previous Close: | 2.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.93% | ||
|---|---|---|---|
| 1 Month | +26.87% | ||
| 3 Months | +162.89% | ||
| YTD | +589.19% | ||
| 1 Year | +325.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.7500 | 2.6300 |
|---|---|---|
| 1M High / 1M Low: | 2.7500 | 2.0100 |
| 6M High / 6M Low: | 2.7500 | 0.4200 |
| 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: | 2.6860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.4200 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3555 | |
| Avg. volume 6M: | .7559 | |
| Avg. price 1Y: | 0.9613 | |
| Avg. volume 1Y: | .3750 | |
| Volatility 1M: | 76.34% | |
| Volatility 6M: | 157.72% | |
| Volatility 1Y: | 138.36% | |
| Volatility 3Y: | - |
