UC WAR. CALL 01/25 WMT/ DE000HC82V47 /
| 6/28/2024 9:41:42 PM | Chg.-0.0700 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.4200EUR | -1.56% | 4.4300 Bid Size: 12,000 |
4.4500 Ask Size: 12,000 |
Walmart Inc | 53.3333 USD | 1/15/2025 | Call |
Master data
| WKN: | HC82V4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 USD |
| Maturity: | 1/15/2025 |
| Issue date: | 7/17/2023 |
| Last trading day: | 1/14/2025 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.33 |
|---|---|
| Intrinsic value: | 4.03 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.16 |
| Parity: | 4.03 |
| Time value: | 0.43 |
| Break-even: | 64.65 |
| Moneyness: | 1.27 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.45% |
| Delta: | 0.92 |
| Theta: | -0.01 |
| Omega: | 3.93 |
| Rho: | 0.24 |
Quote data
| Open: | 4.4900 |
|---|---|
| High: | 4.5500 |
| Low: | 4.4000 |
| Previous Close: | 4.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.12% | ||
|---|---|---|---|
| 1 Month | +18.50% | ||
| 3 Months | +61.90% | ||
| YTD | +227.41% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.7700 | 4.3500 |
|---|---|---|
| 1M High / 1M Low: | 4.7700 | 3.7300 |
| 6M High / 6M Low: | 4.7700 | 1.2700 |
| High (YTD): | 6/24/2024 | 4.7700 |
| Low (YTD): | 1/5/2024 | 1.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.5400 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.2827 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.7763 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 65.13% | |
| Volatility 6M: | 92.60% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
