UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
29/08/2024 21:40:54 | Chg.+0.1100 | Bid21:59:14 | Ask21:59:14 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.0900EUR | +2.21% | 5.1200 Bid Size: 12,000 |
5.1300 Ask Size: 12,000 |
Walmart Inc | 60.00 USD | 18/06/2025 | Call |
Master data
WKN: | HC7U3L |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 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: | 4.10 |
Leverage: | Yes |
Calculated values
Fair value: | 4.83 |
---|---|
Intrinsic value: | 4.34 |
Implied volatility: | 0.25 |
Historic volatility: | 0.16 |
Parity: | 4.34 |
Time value: | 0.67 |
Break-even: | 70.64 |
Moneyness: | 1.27 |
Premium: | 0.03 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.01 |
Spread %: | 0.20% |
Delta: | 0.91 |
Theta: | -0.01 |
Omega: | 3.71 |
Rho: | 0.36 |
Quote data
Open: | 5.0000 |
---|---|
High: | 5.0900 |
Low: | 4.9800 |
Previous Close: | 4.9800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +3.88% | ||
---|---|---|---|
1 Month | +41.78% | ||
3 Months | +85.09% | ||
YTD | +485.06% | ||
1 Year | +307.20% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.0300 | 4.8900 |
---|---|---|
1M High / 1M Low: | 5.0300 | 3.0800 |
6M High / 6M Low: | 5.0300 | 1.6300 |
High (YTD): | 27/08/2024 | 5.0300 |
Low (YTD): | 05/01/2024 | 0.8200 |
52W High: | 27/08/2024 | 5.0300 |
52W Low: | 12/12/2023 | 0.7000 |
Avg. price 1W: | 4.9520 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.9335 | |
Avg. volume 1M: | 13.0435 | |
Avg. price 6M: | 2.8269 | |
Avg. volume 6M: | 4.2520 | |
Avg. price 1Y: | 2.0005 | |
Avg. volume 1Y: | 13.2031 | |
Volatility 1M: | 135.47% | |
Volatility 6M: | 106.47% | |
Volatility 1Y: | 101.98% | |
Volatility 3Y: | - |