UC WAR. CALL 06/25 WMT/ DE000HC7U3M3 /
30/08/2024 21:42:13 | Chg.+0.2200 | Bid21:58:24 | Ask21:58:24 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8000EUR | +6.15% | 3.8000 Bid Size: 12,000 |
3.8100 Ask Size: 12,000 |
Walmart Inc | 66.6667 USD | 18/06/2025 | Call |
Master data
WKN: | HC7U3M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 66.67 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: | 5.53 |
Leverage: | Yes |
Calculated values
Fair value: | 3.53 |
---|---|
Intrinsic value: | 2.87 |
Implied volatility: | 0.23 |
Historic volatility: | 0.16 |
Parity: | 2.87 |
Time value: | 0.92 |
Break-even: | 72.98 |
Moneyness: | 1.16 |
Premium: | 0.04 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.01 |
Spread %: | 0.26% |
Delta: | 0.83 |
Theta: | -0.01 |
Omega: | 4.62 |
Rho: | 0.36 |
Quote data
Open: | 3.5900 |
---|---|
High: | 3.8000 |
Low: | 3.5900 |
Previous Close: | 3.5800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.44% | ||
---|---|---|---|
1 Month | +80.09% | ||
3 Months | +131.71% | ||
YTD | +826.83% | ||
1 Year | +435.21% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.8000 | 3.4700 |
---|---|---|
1M High / 1M Low: | 3.8000 | 1.9200 |
6M High / 6M Low: | 3.8000 | 0.8500 |
High (YTD): | 30/08/2024 | 3.8000 |
Low (YTD): | 05/01/2024 | 0.3800 |
52W High: | 30/08/2024 | 3.8000 |
52W Low: | 12/12/2023 | 0.3200 |
Avg. price 1W: | 3.5700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7274 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.7677 | |
Avg. volume 6M: | 6.2016 | |
Avg. price 1Y: | 1.1940 | |
Avg. volume 1Y: | 3.1250 | |
Volatility 1M: | 168.52% | |
Volatility 6M: | 134.59% | |
Volatility 1Y: | 128.04% | |
Volatility 3Y: | - |