UC WAR. CALL 06/25 WMT/ DE000HC9M1B8 /
8/30/2024 9:40:33 PM | Chg.+0.1500 | Bid9:59:47 PM | Ask9:59:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9100EUR | +8.52% | 1.9200 Bid Size: 15,000 |
1.9300 Ask Size: 15,000 |
Walmart Inc | 76.6667 USD | 6/18/2025 | Call |
Master data
WKN: | HC9M1B |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 76.67 USD |
Maturity: | 6/18/2025 |
Issue date: | 10/2/2023 |
Last trading day: | 6/17/2025 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.87 |
Leverage: | Yes |
Calculated values
Fair value: | 1.60 |
---|---|
Intrinsic value: | 0.15 |
Implied volatility: | 0.21 |
Historic volatility: | 0.16 |
Parity: | 0.15 |
Time value: | 1.78 |
Break-even: | 75.83 |
Moneyness: | 1.01 |
Premium: | 0.08 |
Premium p.a.: | 0.11 |
Spread abs.: | 0.01 |
Spread %: | 0.52% |
Delta: | 0.61 |
Theta: | -0.01 |
Omega: | 6.66 |
Rho: | 0.29 |
Quote data
Open: | 1.7600 |
---|---|
High: | 1.9100 |
Low: | 1.7500 |
Previous Close: | 1.7600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +15.06% | ||
---|---|---|---|
1 Month | +91.00% | ||
3 Months | +203.17% | ||
YTD | +1491.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.9100 | 1.6900 |
---|---|---|
1M High / 1M Low: | 1.9100 | 0.8100 |
6M High / 6M Low: | 1.9100 | 0.2900 |
High (YTD): | 8/30/2024 | 1.9100 |
Low (YTD): | 1/5/2024 | 0.1100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.7580 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2673 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7371 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 210.27% | |
Volatility 6M: | 174.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |