UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
| 2024-11-07 1:42:04 PM | Chg.+0.080 | Bid2:00:12 PM | Ask2:00:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 7.040EUR | +1.15% | 7.030 Bid Size: 4,000 |
7.090 Ask Size: 4,000 |
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: | 3.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 6.87 |
|---|---|
| Intrinsic value: | 6.55 |
| Implied volatility: | 0.30 |
| Historic volatility: | 0.17 |
| Parity: | 6.55 |
| Time value: | 0.46 |
| Break-even: | 79.28 |
| Moneyness: | 1.39 |
| Premium: | 0.02 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.02 |
| Spread %: | 0.29% |
| Delta: | 0.94 |
| Theta: | -0.01 |
| Omega: | 3.14 |
| Rho: | 0.31 |
Quote data
| Open: | 6.980 |
|---|---|
| High: | 7.040 |
| Low: | 6.980 |
| Previous Close: | 6.960 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.32% | ||
|---|---|---|---|
| 1 Month | +18.92% | ||
| 3 Months | +128.57% | ||
| YTD | +709.20% | ||
| 1 Year | +388.89% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.960 | 6.560 |
|---|---|---|
| 1M High / 1M Low: | 6.960 | 5.890 |
| 6M High / 6M Low: | 6.960 | 1.730 |
| High (YTD): | 2024-11-06 | 6.960 |
| Low (YTD): | 2024-01-05 | 0.820 |
| 52W High: | 2024-11-06 | 6.960 |
| 52W Low: | 2023-12-12 | 0.700 |
| Avg. price 1W: | 6.766 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 6.484 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 4.373 | |
| Avg. volume 6M: | 3.788 | |
| Avg. price 1Y: | 2.928 | |
| Avg. volume 1Y: | 13.984 | |
| Volatility 1M: | 39.87% | |
| Volatility 6M: | 100.88% | |
| Volatility 1Y: | 99.75% | |
| Volatility 3Y: | - |
