UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
| 2024-07-26 9:40:03 PM | Chg.-0.1400 | Bid9:59:50 PM | Ask9:59:50 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6000EUR | -3.74% | 3.6600 Bid Size: 14,000 |
3.6700 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: | 5.25 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.35 |
|---|---|
| Intrinsic value: | 2.70 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 2.70 |
| Time value: | 0.97 |
| Break-even: | 67.50 |
| Moneyness: | 1.16 |
| Premium: | 0.05 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.27% |
| Delta: | 0.83 |
| Theta: | -0.01 |
| Omega: | 4.34 |
| Rho: | 0.37 |
Quote data
| Open: | 3.7500 |
|---|---|
| High: | 3.7600 |
| Low: | 3.6000 |
| Previous Close: | 3.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.40% | ||
|---|---|---|---|
| 1 Month | +10.77% | ||
| 3 Months | +85.57% | ||
| YTD | +313.79% | ||
| 1 Year | +197.52% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8600 | 3.6000 |
|---|---|---|
| 1M High / 1M Low: | 3.9300 | 3.2100 |
| 6M High / 6M Low: | 3.9300 | 1.1200 |
| 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: | 3.7740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.6567 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3766 | |
| Avg. volume 6M: | 3.7795 | |
| Avg. price 1Y: | 1.7588 | |
| Avg. volume 1Y: | 12.0784 | |
| Volatility 1M: | 43.98% | |
| Volatility 6M: | 98.70% | |
| Volatility 1Y: | 95.75% | |
| Volatility 3Y: | - |
