UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
26/07/2024 17:40:29 | Chg.-0.0800 | Bid17:44:20 | Ask17:44:20 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.4700EUR | -3.14% | 2.4600 Bid Size: 15,000 |
2.4700 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 15/01/2025 | Call |
Master data
WKN: | HC48UL |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 63.33 USD |
Maturity: | 15/01/2025 |
Issue date: | 20/02/2023 |
Last trading day: | 14/01/2025 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.59 |
Leverage: | Yes |
Calculated values
Fair value: | 2.27 |
---|---|
Intrinsic value: | 1.85 |
Implied volatility: | 0.24 |
Historic volatility: | 0.15 |
Parity: | 1.85 |
Time value: | 0.70 |
Break-even: | 66.86 |
Moneyness: | 1.11 |
Premium: | 0.04 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.01 |
Spread %: | 0.39% |
Delta: | 0.79 |
Theta: | -0.01 |
Omega: | 5.99 |
Rho: | 0.20 |
Quote data
Open: | 2.5600 |
---|---|
High: | 2.5800 |
Low: | 2.4700 |
Previous Close: | 2.5500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -10.18% | ||
---|---|---|---|
1 Month | +8.81% | ||
3 Months | +149.49% | ||
YTD | +567.57% | ||
1 Year | +304.92% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7500 | 2.5500 |
---|---|---|
1M High / 1M Low: | 2.7500 | 2.0300 |
6M High / 6M Low: | 2.7500 | 0.4600 |
High (YTD): | 19/07/2024 | 2.7500 |
Low (YTD): | 05/01/2024 | 0.3300 |
52W High: | 19/07/2024 | 2.7500 |
52W Low: | 11/12/2023 | 0.2700 |
Avg. price 1W: | 2.6480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4445 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3723 | |
Avg. volume 6M: | .7559 | |
Avg. price 1Y: | 0.9689 | |
Avg. volume 1Y: | .3750 | |
Volatility 1M: | 66.70% | |
Volatility 6M: | 157.61% | |
Volatility 1Y: | 138.47% | |
Volatility 3Y: | - |