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: | - |
