UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
2024-07-25 9:41:55 PM | Chg.-0.1200 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7400EUR | -3.11% | - Bid Size: 14,000 |
- Ask Size: 14,000 |
Walmart Inc | 60.00 USD | 2025-06-18 | Call |
Master data
WKN: | HC7U3L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 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: | 5.06 |
Leverage: | Yes |
Calculated values
Fair value: | 3.57 |
---|---|
Intrinsic value: | 2.93 |
Implied volatility: | 0.23 |
Historic volatility: | 0.15 |
Parity: | 2.93 |
Time value: | 0.93 |
Break-even: | 68.23 |
Moneyness: | 1.18 |
Premium: | 0.05 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.01 |
Spread %: | 0.26% |
Delta: | 0.84 |
Theta: | -0.01 |
Omega: | 4.26 |
Rho: | 0.38 |
Quote data
Open: | 3.8900 |
---|---|
High: | 3.8900 |
Low: | 3.7300 |
Previous Close: | 3.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.59% | ||
---|---|---|---|
1 Month | +17.24% | ||
3 Months | +93.78% | ||
YTD | +329.89% | ||
1 Year | +225.22% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.9300 | 3.8300 |
---|---|---|
1M High / 1M Low: | 3.9300 | 3.1900 |
6M High / 6M Low: | 3.9300 | 1.0200 |
High (YTD): | 2024-07-19 | 3.9300 |
Low (YTD): | 2024-01-05 | 0.8200 |
52W High: | 2024-07-19 | 3.9300 |
52W Low: | 2023-12-12 | 0.7000 |
Avg. price 1W: | 3.8760 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.6100 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 2.3353 | |
Avg. volume 6M: | 3.7795 | |
Avg. price 1Y: | 1.7371 | |
Avg. volume 1Y: | 12.0313 | |
Volatility 1M: | 51.42% | |
Volatility 6M: | 98.54% | |
Volatility 1Y: | 95.48% | |
Volatility 3Y: | - |