UC WAR. CALL 06/25 WMT/ DE000HC9M1B8 /
| 6/27/2024 8:00:59 AM | Chg.-0.0200 | Bid8:31:56 AM | Ask8:31:56 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | -2.20% | 0.8600 Bid Size: 6,000 |
0.9000 Ask Size: 6,000 |
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: | 23.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.51 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.16 |
| Parity: | -2.59 |
| Time value: | 0.82 |
| Break-even: | 74.32 |
| Moneyness: | 0.88 |
| Premium: | 0.18 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.03 |
| Spread %: | 3.80% |
| Delta: | 0.36 |
| Theta: | -0.01 |
| Omega: | 8.22 |
| Rho: | 0.19 |
Quote data
| Open: | 0.8900 |
|---|---|
| High: | 0.8900 |
| Low: | 0.8900 |
| Previous Close: | 0.9100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.30% | ||
|---|---|---|---|
| 1 Month | +25.35% | ||
| 3 Months | +122.50% | ||
| YTD | +641.67% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.7900 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.6100 |
| 6M High / 6M Low: | 0.9100 | 0.1100 |
| High (YTD): | 6/26/2024 | 0.9100 |
| Low (YTD): | 1/5/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7596 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3949 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 124.15% | |
| Volatility 6M: | 171.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
