UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 7/26/2024 3:41:11 PM | Chg.+0.0100 | Bid5:06:26 PM | Ask5:06:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5600EUR | +0.39% | 2.4100 Bid Size: 15,000 |
2.4200 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 1/15/2025 | Call |
Master data
| WKN: | HC48UL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 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: | 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: | 2.5600 |
| Previous Close: | 2.5500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.91% | ||
|---|---|---|---|
| 1 Month | +12.78% | ||
| 3 Months | +158.59% | ||
| YTD | +591.89% | ||
| 1 Year | +319.67% | ||
| 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): | 7/19/2024 | 2.7500 |
| Low (YTD): | 1/5/2024 | 0.3300 |
| 52W High: | 7/19/2024 | 2.7500 |
| 52W Low: | 12/11/2023 | 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: | - |
