UC WAR. CALL 01/25 WMT/ DE000HC4H2B8 /
| 7/23/2024 11:41:50 AM | Chg.- | Bid11:58:00 AM | Ask7/23/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1800EUR | - | 4.1800 Bid Size: 6,000 |
- Ask Size: 6,000 |
WALMART DL-,10 | 56.6667 - | 1/15/2025 | Call |
Master data
| WKN: | HC4H2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 - |
| Maturity: | 1/15/2025 |
| Issue date: | 2/24/2023 |
| Last trading day: | 7/23/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.65 |
|---|---|
| Intrinsic value: | 2.28 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.15 |
| Parity: | 2.28 |
| Time value: | 1.97 |
| Break-even: | 70.83 |
| Moneyness: | 1.13 |
| Premium: | 0.10 |
| Premium p.a.: | 0.23 |
| Spread abs.: | -0.01 |
| Spread %: | -0.23% |
| Delta: | 0.71 |
| Theta: | -0.03 |
| Omega: | 3.23 |
| Rho: | 0.15 |
Quote data
| Open: | 4.2300 |
|---|---|
| High: | 4.2300 |
| Low: | 4.1800 |
| Previous Close: | 4.2300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.69% | ||
|---|---|---|---|
| 1 Month | +14.52% | ||
| 3 Months | +103.90% | ||
| YTD | +354.35% | ||
| 1 Year | +219.08% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.2300 | 4.1800 |
|---|---|---|
| 1M High / 1M Low: | 4.3400 | 3.5400 |
| 6M High / 6M Low: | 4.3400 | 1.1900 |
| High (YTD): | 7/19/2024 | 4.3400 |
| Low (YTD): | 1/5/2024 | 0.8500 |
| 52W High: | 7/19/2024 | 4.3400 |
| 52W Low: | 12/14/2023 | 0.7200 |
| Avg. price 1W: | 4.2050 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9879 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5384 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.8711 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 43.90% | |
| Volatility 6M: | 108.19% | |
| Volatility 1Y: | 101.01% | |
| Volatility 3Y: | - |
