UC WAR. CALL 09/24 WMT/ DE000HC9M196 /
| 16/08/2024 11:40:43 | Chg.- | Bid13:25:46 | Ask16/08/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8100EUR | - | 1.7900 Bid Size: 6,000 |
- Ask Size: 6,000 |
WALMART DL-,10 | 66.6667 - | 18/09/2024 | Call |
Master data
| WKN: | HC9M19 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 - |
| Maturity: | 18/09/2024 |
| Issue date: | 02/10/2023 |
| Last trading day: | 16/08/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 11.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.97 |
| Implied volatility: | 0.71 |
| Historic volatility: | 0.16 |
| Parity: | 0.97 |
| Time value: | 0.88 |
| Break-even: | 72.83 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 1.30 |
| Spread abs.: | -0.11 |
| Spread %: | -5.61% |
| Delta: | 0.65 |
| Theta: | -0.12 |
| Omega: | 7.40 |
| Rho: | 0.02 |
Quote data
| Open: | 1.8000 |
|---|---|
| High: | 1.8700 |
| Low: | 1.8000 |
| Previous Close: | 1.8800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +75.73% | ||
| 3 Months | +201.67% | ||
| YTD | +1545.45% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.8800 | 0.8100 |
| 6M High / 6M Low: | 1.8800 | 0.2200 |
| High (YTD): | 15/08/2024 | 1.8800 |
| Low (YTD): | 17/01/2024 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.0877 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7021 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 504.69% | |
| Volatility 6M: | 300.33% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
