UC WAR. CALL 06/25 WMT/ DE000HC7U3N1 /
26/07/2024 21:41:21 | Chg.-0.0900 | Bid21:59:42 | Ask21:59:42 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3700EUR | -6.16% | 1.3900 Bid Size: 20,000 |
1.4000 Ask Size: 20,000 |
Walmart Inc | 73.3333 USD | 18/06/2025 | Call |
Master data
WKN: | HC7U3N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 73.33 USD |
Maturity: | 18/06/2025 |
Issue date: | 30/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.77 |
Leverage: | Yes |
Calculated values
Fair value: | 0.96 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.15 |
Parity: | -0.98 |
Time value: | 1.40 |
Break-even: | 72.22 |
Moneyness: | 0.95 |
Premium: | 0.12 |
Premium p.a.: | 0.14 |
Spread abs.: | 0.01 |
Spread %: | 0.72% |
Delta: | 0.51 |
Theta: | -0.01 |
Omega: | 6.97 |
Rho: | 0.25 |
Quote data
Open: | 1.4600 |
---|---|
High: | 1.4700 |
Low: | 1.3700 |
Previous Close: | 1.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.38% | ||
---|---|---|---|
1 Month | +17.09% | ||
3 Months | +153.70% | ||
YTD | +661.11% | ||
1 Year | +280.56% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.5300 | 1.3700 |
---|---|---|
1M High / 1M Low: | 1.6000 | 1.0900 |
6M High / 6M Low: | 1.6000 | 0.2500 |
High (YTD): | 19/07/2024 | 1.6000 |
Low (YTD): | 09/01/2024 | 0.1800 |
52W High: | 19/07/2024 | 1.6000 |
52W Low: | 14/12/2023 | 0.1500 |
Avg. price 1W: | 1.4740 | |
Avg. volume 1W: | 36 | |
Avg. price 1M: | 1.3800 | |
Avg. volume 1M: | 8.1818 | |
Avg. price 6M: | 0.7591 | |
Avg. volume 6M: | 2,184.4094 | |
Avg. price 1Y: | 0.5273 | |
Avg. volume 1Y: | 1,083.6719 | |
Volatility 1M: | 72.77% | |
Volatility 6M: | 154.16% | |
Volatility 1Y: | 138.41% | |
Volatility 3Y: | - |