UC WAR. CALL 06/25 WMT/ DE000HC7U3N1 /
| 2024-11-07 9:40:15 PM | Chg.+0.1800 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.9600EUR | +4.76% | 3.8800 Bid Size: 12,000 |
3.8900 Ask Size: 12,000 |
Walmart Inc | 73.3333 USD | 2025-06-18 | Call |
Master data
| WKN: | HC7U3N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.11 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.41 |
|---|---|
| Intrinsic value: | 2.83 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.17 |
| Parity: | 2.83 |
| Time value: | 0.99 |
| Break-even: | 81.07 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.26% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 4.85 |
| Rho: | 0.30 |
Quote data
| Open: | 3.8100 |
|---|---|
| High: | 3.9600 |
| Low: | 3.8100 |
| Previous Close: | 3.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.14% | ||
|---|---|---|---|
| 1 Month | +32.44% | ||
| 3 Months | +263.30% | ||
| YTD | +2100.00% | ||
| 1 Year | +915.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8400 | 3.5000 |
|---|---|---|
| 1M High / 1M Low: | 3.8400 | 2.9600 |
| 6M High / 6M Low: | 3.8400 | 0.4500 |
| High (YTD): | 2024-11-05 | 3.8400 |
| Low (YTD): | 2024-01-09 | 0.1800 |
| 52W High: | 2024-11-05 | 3.8400 |
| 52W Low: | 2023-12-14 | 0.1500 |
| Avg. price 1W: | 3.6660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.4130 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9298 | |
| Avg. volume 6M: | 457.2727 | |
| Avg. price 1Y: | 1.1695 | |
| Avg. volume 1Y: | 1,084.3750 | |
| Volatility 1M: | 64.47% | |
| Volatility 6M: | 152.75% | |
| Volatility 1Y: | 148.44% | |
| Volatility 3Y: | - |
