UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 8/30/2024 8:01:34 AM | Chg.0.0000 | Bid8:28:50 AM | Ask8:28:50 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9000EUR | 0.00% | 3.9000 Bid Size: 1,000 |
4.0200 Ask Size: 1,000 |
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: | 5.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.69 |
|---|---|
| Intrinsic value: | 3.44 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | 3.44 |
| Time value: | 0.41 |
| Break-even: | 69.76 |
| Moneyness: | 1.20 |
| Premium: | 0.02 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 0.52% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 4.78 |
| Rho: | 0.18 |
Quote data
| Open: | 3.9000 |
|---|---|
| High: | 3.9000 |
| Low: | 3.9000 |
| Previous Close: | 3.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +5.41% | ||
|---|---|---|---|
| 1 Month | +68.83% | ||
| 3 Months | +148.41% | ||
| YTD | +954.05% | ||
| 1 Year | +473.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.9000 | 3.7000 |
|---|---|---|
| 1M High / 1M Low: | 3.9000 | 1.9600 |
| 6M High / 6M Low: | 3.9000 | 0.7800 |
| High (YTD): | 8/29/2024 | 3.9000 |
| Low (YTD): | 1/5/2024 | 0.3300 |
| 52W High: | 8/29/2024 | 3.9000 |
| 52W Low: | 12/11/2023 | 0.2700 |
| Avg. price 1W: | 3.8140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8313 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7790 | |
| Avg. volume 6M: | .3750 | |
| Avg. price 1Y: | 1.1793 | |
| Avg. volume 1Y: | .3750 | |
| Volatility 1M: | 182.83% | |
| Volatility 6M: | 166.15% | |
| Volatility 1Y: | 146.43% | |
| Volatility 3Y: | - |
