UC WAR. CALL 06/25 WMT/ DE000HC9M1B8 /
| 2024-08-09 9:41:51 AM | Chg.0.0000 | Bid11:08:26 AM | Ask11:08:26 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8500EUR | 0.00% | 0.8300 Bid Size: 15,000 |
0.8600 Ask Size: 15,000 |
Walmart Inc | 76.6667 USD | 2025-06-18 | Call |
Master data
| WKN: | HC9M1B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.67 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2025-06-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 21.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.16 |
| Parity: | -2.48 |
| Time value: | 0.87 |
| Break-even: | 73.14 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.21 |
| Spread abs.: | 0.01 |
| Spread %: | 1.16% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 7.80 |
| Rho: | 0.17 |
Quote data
| Open: | 0.8500 |
|---|---|
| High: | 0.8500 |
| Low: | 0.8500 |
| Previous Close: | 0.8500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -1.16% | ||
|---|---|---|---|
| 1 Month | -20.56% | ||
| 3 Months | +136.11% | ||
| YTD | +608.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.8100 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.8100 |
| 6M High / 6M Low: | 1.2300 | 0.2100 |
| High (YTD): | 2024-07-19 | 1.2300 |
| Low (YTD): | 2024-01-05 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8540 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5969 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 108.95% | |
| Volatility 6M: | 169.35% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
