UC WAR. CALL 06/25 WMT/ DE000HC9M1B8 /
| 26/07/2024 21:41:11 | Chg.-0.0700 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0200EUR | -6.42% | 1.0300 Bid Size: 30,000 |
1.0400 Ask Size: 30,000 |
Walmart Inc | 76.6667 USD | 18/06/2025 | Call |
Master data
| WKN: | HC9M1B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 76.67 USD |
| Maturity: | 18/06/2025 |
| Issue date: | 02/10/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.54 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.64 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.15 |
| Parity: | -1.90 |
| Time value: | 1.04 |
| Break-even: | 74.09 |
| Moneyness: | 0.91 |
| Premium: | 0.15 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.97% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 7.72 |
| Rho: | 0.21 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.1000 |
| Low: | 1.0200 |
| Previous Close: | 1.0900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.07% | ||
|---|---|---|---|
| 1 Month | +18.60% | ||
| 3 Months | +175.68% | ||
| YTD | +750.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1600 | 1.0200 |
|---|---|---|
| 1M High / 1M Low: | 1.2300 | 0.7900 |
| 6M High / 6M Low: | 1.2300 | 0.1700 |
| High (YTD): | 19/07/2024 | 1.2300 |
| Low (YTD): | 05/01/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1080 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0286 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5483 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 83.54% | |
| Volatility 6M: | 168.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
