UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
| 7/25/2024 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 | 6/18/2025 | Call |
Master data
| WKN: | HC7U3L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 USD |
| Maturity: | 6/18/2025 |
| Issue date: | 6/30/2023 |
| Last trading day: | 6/17/2025 |
| 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): | 7/19/2024 | 3.9300 |
| Low (YTD): | 1/5/2024 | 0.8200 |
| 52W High: | 7/19/2024 | 3.9300 |
| 52W Low: | 12/12/2023 | 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: | - |
