UC WAR. CALL 01/25 WMT/ DE000HC48UM8 /
| 2024-07-26 9:40:32 PM | Chg.-0.1100 | Bid9:59:37 PM | Ask9:59:37 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7700EUR | -5.85% | 1.8100 Bid Size: 15,000 |
1.8200 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 2025-01-15 | Call |
Master data
| WKN: | HC48UM |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.60 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.51 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 0.86 |
| Time value: | 0.96 |
| Break-even: | 67.48 |
| Moneyness: | 1.05 |
| Premium: | 0.05 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.55% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 7.27 |
| Rho: | 0.18 |
Quote data
| Open: | 1.8900 |
|---|---|
| High: | 1.9000 |
| Low: | 1.7700 |
| Previous Close: | 1.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.08% | ||
|---|---|---|---|
| 1 Month | +17.22% | ||
| 3 Months | +176.56% | ||
| YTD | +669.57% | ||
| 1 Year | +302.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9800 | 1.7700 |
|---|---|---|
| 1M High / 1M Low: | 2.0600 | 1.4200 |
| 6M High / 6M Low: | 2.0600 | 0.2900 |
| High (YTD): | 2024-07-19 | 2.0600 |
| Low (YTD): | 2024-01-05 | 0.1900 |
| 52W High: | 2024-07-19 | 2.0600 |
| 52W Low: | 2023-12-12 | 0.1600 |
| Avg. price 1W: | 1.9060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.7914 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9546 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6621 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 77.87% | |
| Volatility 6M: | 182.75% | |
| Volatility 1Y: | 156.17% | |
| Volatility 3Y: | - |
