UC WAR. CALL 06/25 WMT/ DE000HC7U3M3 /
| 2024-07-26 5:41:12 PM | Chg.-0.0700 | Bid6:02:32 PM | Ask6:02:32 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.3700EUR | -2.87% | 2.3700 Bid Size: 15,000 |
2.3800 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 2025-06-18 | Call |
Master data
| WKN: | HC7U3M |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 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: | 7.93 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.00 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 0.93 |
| Time value: | 1.51 |
| Break-even: | 69.57 |
| Moneyness: | 1.05 |
| Premium: | 0.08 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 0.41% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 5.46 |
| Rho: | 0.32 |
Quote data
| Open: | 2.4500 |
|---|---|
| High: | 2.4600 |
| Low: | 2.3700 |
| Previous Close: | 2.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.85% | ||
|---|---|---|---|
| 1 Month | +8.22% | ||
| 3 Months | +121.50% | ||
| YTD | +478.05% | ||
| 1 Year | +282.26% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6000 | 2.4400 |
|---|---|---|
| 1M High / 1M Low: | 2.6000 | 1.9800 |
| 6M High / 6M Low: | 2.6000 | 0.5200 |
| High (YTD): | 2024-07-19 | 2.6000 |
| Low (YTD): | 2024-01-05 | 0.3800 |
| 52W High: | 2024-07-19 | 2.6000 |
| 52W Low: | 2023-12-12 | 0.3200 |
| Avg. price 1W: | 2.5260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3391 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3873 | |
| Avg. volume 6M: | 6.2992 | |
| Avg. price 1Y: | 0.9890 | |
| Avg. volume 1Y: | 3.1250 | |
| Volatility 1M: | 61.57% | |
| Volatility 6M: | 127.06% | |
| Volatility 1Y: | 119.36% | |
| Volatility 3Y: | - |
