UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 2024-07-05 5:42:03 PM | Chg.+0.0300 | Bid6:20:37 PM | Ask6:20:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3200EUR | +1.31% | 2.3200 Bid Size: 15,000 |
2.3300 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: | 8.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.15 |
| Parity: | 1.36 |
| Time value: | 0.96 |
| Break-even: | 66.32 |
| Moneyness: | 1.08 |
| Premium: | 0.05 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.06 |
| Spread %: | 2.65% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.95 |
| Rho: | 0.20 |
Quote data
| Open: | 2.2900 |
|---|---|
| High: | 2.3200 |
| Low: | 2.1800 |
| Previous Close: | 2.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.08% | ||
|---|---|---|---|
| 1 Month | +19.59% | ||
| 3 Months | +146.81% | ||
| YTD | +527.03% | ||
| 1 Year | +268.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2900 | 2.0300 |
|---|---|---|
| 1M High / 1M Low: | 2.3600 | 1.7700 |
| 6M High / 6M Low: | 2.3600 | 0.3300 |
| High (YTD): | 2024-06-24 | 2.3600 |
| Low (YTD): | 2024-01-05 | 0.3300 |
| 52W High: | 2024-06-24 | 2.3600 |
| 52W Low: | 2023-12-11 | 0.2700 |
| Avg. price 1W: | 2.1360 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0623 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1163 | |
| Avg. volume 6M: | .7559 | |
| Avg. price 1Y: | 0.8495 | |
| Avg. volume 1Y: | .3750 | |
| Volatility 1M: | 108.13% | |
| Volatility 6M: | 158.88% | |
| Volatility 1Y: | 140.09% | |
| Volatility 3Y: | - |
