UC WAR. CALL 06/25 WMT/ DE000HC9M1B8 /
2024-07-26 3:41:58 PM | Chg.-0.0300 | Bid3:54:10 PM | Ask3:54:10 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0600EUR | -2.75% | 0.9800 Bid Size: 30,000 |
0.9900 Ask Size: 30,000 |
Walmart Inc | 76.6667 USD | 2025-06-18 | Call |
Master data
WKN: | HC9M1B |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 76.67 USD |
Maturity: | 2025-06-18 |
Issue date: | 2023-10-02 |
Last trading day: | 2025-06-17 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 17.60 |
Leverage: | Yes |
Calculated values
Fair value: | 0.66 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.15 |
Parity: | -1.84 |
Time value: | 1.10 |
Break-even: | 74.32 |
Moneyness: | 0.91 |
Premium: | 0.15 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.01 |
Spread %: | 0.92% |
Delta: | 0.43 |
Theta: | -0.01 |
Omega: | 7.50 |
Rho: | 0.21 |
Quote data
Open: | 1.0900 |
---|---|
High: | 1.1000 |
Low: | 1.0600 |
Previous Close: | 1.0900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.82% | ||
---|---|---|---|
1 Month | +16.48% | ||
3 Months | +186.49% | ||
YTD | +783.33% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2300 | 1.0900 |
---|---|---|
1M High / 1M Low: | 1.2300 | 0.7900 |
6M High / 6M Low: | 1.2300 | 0.1600 |
High (YTD): | 2024-07-19 | 1.2300 |
Low (YTD): | 2024-01-05 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.1500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0236 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.5416 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 82.57% | |
Volatility 6M: | 167.89% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |