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: | 4.38 |
Leverage: | Yes |
Calculated values
Fair value: | 2.00 |
---|---|
Intrinsic value: | 1.60 |
Implied volatility: | 0.70 |
Historic volatility: | 0.16 |
Parity: | 1.60 |
Time value: | 2.65 |
Break-even: | 70.83 |
Moneyness: | 1.09 |
Premium: | 0.14 |
Premium p.a.: | 0.36 |
Spread abs.: | -0.01 |
Spread %: | -0.23% |
Delta: | 0.68 |
Theta: | -0.04 |
Omega: | 2.96 |
Rho: | 0.12 |
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 | 0.00% | ||
---|---|---|---|
1 Month | +0.24% | ||
3 Months | +106.93% | ||
YTD | +354.35% | ||
1 Year | +198.57% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 4.3400 | 3.9900 |
6M High / 6M Low: | 4.3400 | 1.3900 |
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: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.1630 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.6388 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.8937 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 38.37% | |
Volatility 6M: | 110.62% | |
Volatility 1Y: | 102.36% | |
Volatility 3Y: | - |