UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 11/8/2024 1:40:32 PM | Chg.-0.040 | Bid3:10:13 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.870EUR | -0.68% | 5.910 Bid Size: 4,000 |
- Ask Size: - |
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: | 3.98 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.80 |
|---|---|
| Intrinsic value: | 5.70 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.17 |
| Parity: | 5.70 |
| Time value: | 0.16 |
| Break-even: | 78.20 |
| Moneyness: | 1.32 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.34% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 3.84 |
| Rho: | 0.10 |
Quote data
| Open: | 5.820 |
|---|---|
| High: | 5.870 |
| Low: | 5.820 |
| Previous Close: | 5.910 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.91% | ||
|---|---|---|---|
| 1 Month | +25.43% | ||
| 3 Months | +184.95% | ||
| YTD | +1486.49% | ||
| 1 Year | +726.76% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.910 | 5.390 |
|---|---|---|
| 1M High / 1M Low: | 5.910 | 4.680 |
| 6M High / 6M Low: | 5.910 | 0.800 |
| High (YTD): | 11/7/2024 | 5.910 |
| Low (YTD): | 1/5/2024 | 0.330 |
| 52W High: | 11/7/2024 | 5.910 |
| 52W Low: | 12/11/2023 | 0.270 |
| Avg. price 1W: | 5.622 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.294 | |
| Avg. volume 1M: | 10.870 | |
| Avg. price 6M: | 3.246 | |
| Avg. volume 6M: | 2.258 | |
| Avg. price 1Y: | 2.003 | |
| Avg. volume 1Y: | 1.352 | |
| Volatility 1M: | 48.27% | |
| Volatility 6M: | 155.25% | |
| Volatility 1Y: | 143.95% | |
| Volatility 3Y: | - |
