UC WAR. CALL 01/25 WMT/ DE000HC7U3J9 /
2024-07-25 9:40:28 PM | Chg.-0.0700 | Bid9:56:35 PM | Ask9:56:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8800EUR | -7.37% | - Bid Size: 25,000 |
- Ask Size: 25,000 |
Walmart Inc | 73.3333 USD | 2025-01-15 | Call |
Master data
WKN: | HC7U3J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 73.33 USD |
Maturity: | 2025-01-15 |
Issue date: | 2023-06-30 |
Last trading day: | 2025-01-14 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 20.36 |
Leverage: | Yes |
Calculated values
Fair value: | 0.65 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.15 |
Parity: | -0.76 |
Time value: | 0.96 |
Break-even: | 70.86 |
Moneyness: | 0.96 |
Premium: | 0.09 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.01 |
Spread %: | 1.05% |
Delta: | 0.47 |
Theta: | -0.01 |
Omega: | 9.62 |
Rho: | 0.13 |
Quote data
Open: | 0.9500 |
---|---|
High: | 0.9500 |
Low: | 0.8700 |
Previous Close: | 0.9500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -12.00% | ||
---|---|---|---|
1 Month | +46.67% | ||
3 Months | +252.00% | ||
YTD | +2215.79% | ||
1 Year | +340.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.0100 | 0.9100 |
---|---|---|
1M High / 1M Low: | 1.0100 | 0.6000 |
6M High / 6M Low: | 1.0100 | 0.1000 |
High (YTD): | 2024-07-19 | 1.0100 |
Low (YTD): | 2024-01-05 | 0.0620 |
52W High: | 2024-07-19 | 1.0100 |
52W Low: | 2023-12-29 | 0.0380 |
Avg. price 1W: | 0.9620 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8132 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3989 | |
Avg. volume 6M: | 8.6457 | |
Avg. price 1Y: | 0.2806 | |
Avg. volume 1Y: | 4.2891 | |
Volatility 1M: | 127.01% | |
Volatility 6M: | 217.62% | |
Volatility 1Y: | 220.98% | |
Volatility 3Y: | - |