UC WAR. CALL 09/24 WMT/ DE000HC9M196 /
| 26/07/2024 21:40:54 | Chg.-0.1100 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | -8.33% | 1.2400 Bid Size: 15,000 |
1.2500 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 18/09/2024 | Call |
Master data
| WKN: | HC9M19 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 18/09/2024 |
| Issue date: | 02/10/2023 |
| Last trading day: | 17/09/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.07 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 0.86 |
| Time value: | 0.39 |
| Break-even: | 65.58 |
| Moneyness: | 1.05 |
| Premium: | 0.02 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.81% |
| Delta: | 0.73 |
| Theta: | -0.02 |
| Omega: | 11.29 |
| Rho: | 0.06 |
Quote data
| Open: | 1.3400 |
|---|---|
| High: | 1.3400 |
| Low: | 1.2100 |
| Previous Close: | 1.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.33% | ||
|---|---|---|---|
| 1 Month | +27.37% | ||
| 3 Months | +317.24% | ||
| YTD | +1000.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4400 | 1.2100 |
|---|---|---|
| 1M High / 1M Low: | 1.5000 | 0.8800 |
| 6M High / 6M Low: | 1.5000 | 0.1200 |
| High (YTD): | 19/07/2024 | 1.5000 |
| Low (YTD): | 17/01/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2441 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5698 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 119.39% | |
| Volatility 6M: | 262.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
