UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 04/07/2024 17:41:07 | Chg.+0.1100 | Bid18:58:55 | Ask18:58:55 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2900EUR | +5.05% | - Bid Size: 6,000 |
- Ask Size: 6,000 |
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: | 8.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.94 |
|---|---|
| Intrinsic value: | 1.36 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 1.36 |
| Time value: | 0.83 |
| Break-even: | 65.99 |
| Moneyness: | 1.08 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.46% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 6.50 |
| Rho: | 0.21 |
Quote data
| Open: | 2.1800 |
|---|---|
| High: | 2.3000 |
| Low: | 2.1800 |
| Previous Close: | 2.1800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.63% | ||
|---|---|---|---|
| 1 Month | +18.04% | ||
| 3 Months | +143.62% | ||
| YTD | +518.92% | ||
| 1 Year | +263.49% | ||
| 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): | 24/06/2024 | 2.3600 |
| Low (YTD): | 05/01/2024 | 0.3300 |
| 52W High: | 24/06/2024 | 2.3600 |
| 52W Low: | 11/12/2023 | 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: | - |
