UC WAR. CALL 01/25 WMT/ DE000HC4H2B8 /
| 05/07/2024 21:40:17 | Chg.+0.3100 | Bid21:59:43 | Ask21:59:43 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1000EUR | +8.18% | 4.1600 Bid Size: 12,000 |
4.1800 Ask Size: 12,000 |
Walmart Inc | 56.6667 USD | 15/01/2025 | Call |
Master data
| WKN: | HC4H2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 24/02/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.54 |
|---|---|
| Intrinsic value: | 3.21 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.15 |
| Parity: | 3.21 |
| Time value: | 0.69 |
| Break-even: | 65.42 |
| Moneyness: | 1.20 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.12 |
| Spread %: | 3.17% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 4.10 |
| Rho: | 0.21 |
Quote data
| Open: | 3.8100 |
|---|---|
| High: | 4.1000 |
| Low: | 3.7300 |
| Previous Close: | 3.7900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.53% | ||
|---|---|---|---|
| 1 Month | +20.23% | ||
| 3 Months | +110.26% | ||
| YTD | +345.65% | ||
| 1 Year | +212.98% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.7900 | 3.5400 |
|---|---|---|
| 1M High / 1M Low: | 3.9100 | 3.2000 |
| 6M High / 6M Low: | 3.9100 | 0.8500 |
| High (YTD): | 24/06/2024 | 3.9100 |
| Low (YTD): | 05/01/2024 | 0.8500 |
| 52W High: | 24/06/2024 | 3.9100 |
| 52W Low: | 14/12/2023 | 0.7200 |
| Avg. price 1W: | 3.6480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5600 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1843 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.7110 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 73.17% | |
| Volatility 6M: | 108.70% | |
| Volatility 1Y: | 102.00% | |
| Volatility 3Y: | - |
