UC WAR. CALL 06/25 WMT/ DE000HC7U3N1 /
| 7/26/2024 9:41:21 PM | Chg.-0.0900 | Bid9:59:42 PM | Ask9:59:42 PM | 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 | 6/18/2025 | Call |
Master data
| WKN: | HC7U3N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 USD |
| Maturity: | 6/18/2025 |
| Issue date: | 6/30/2023 |
| Last trading day: | 6/17/2025 |
| 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): | 7/19/2024 | 1.6000 |
| Low (YTD): | 1/9/2024 | 0.1800 |
| 52W High: | 7/19/2024 | 1.6000 |
| 52W Low: | 12/14/2023 | 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: | - |
