UC WAR. CALL 01/25 WMT/ DE000HC82V47 /
7/9/2024 11:41:12 AM | Chg.- | Bid11:50:34 AM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.8800EUR | - | 4.8800 Bid Size: 6,000 |
- Ask Size: - |
WALMART DL-,10 | 53.3333 - | 1/15/2025 | Call |
Master data
WKN: | HC82V4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | WALMART DL-,10 |
Type: | Warrant |
Option type: | Call |
Strike price: | 53.33 - |
Maturity: | 1/15/2025 |
Issue date: | 7/17/2023 |
Last trading day: | 7/9/2024 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.90 |
Leverage: | Yes |
Calculated values
Fair value: | 3.57 |
---|---|
Intrinsic value: | 3.28 |
Implied volatility: | 0.60 |
Historic volatility: | 0.15 |
Parity: | 3.28 |
Time value: | 1.67 |
Break-even: | 69.83 |
Moneyness: | 1.21 |
Premium: | 0.09 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.76 |
Theta: | -0.03 |
Omega: | 2.96 |
Rho: | 0.15 |
Quote data
Open: | 4.8800 |
---|---|
High: | 4.8800 |
Low: | 4.8800 |
Previous Close: | 4.8800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | +8.69% | ||
3 Months | +78.10% | ||
YTD | +261.48% | ||
1 Year | +172.63% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | - | - |
---|---|---|
1M High / 1M Low: | 4.9500 | 4.3700 |
6M High / 6M Low: | 4.9500 | 1.7200 |
High (YTD): | 7/5/2024 | 4.9500 |
Low (YTD): | 1/5/2024 | 1.2700 |
52W High: | 7/5/2024 | 4.9500 |
52W Low: | 12/11/2023 | 1.0900 |
Avg. price 1W: | - | |
Avg. volume 1W: | - | |
Avg. price 1M: | 4.6289 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.1062 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.3628 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 42.66% | |
Volatility 6M: | 93.21% | |
Volatility 1Y: | 88.13% | |
Volatility 3Y: | - |