UC WAR. CALL 12/24 WMT/ DE000HC48UG0 /
| 2024-08-29 9:42:09 PM | Chg.+0.1000 | Bid9:59:10 PM | Ask9:59:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0200EUR | +3.42% | 3.0400 Bid Size: 12,000 |
3.0500 Ask Size: 12,000 |
Walmart Inc | 66.6667 USD | 2024-12-18 | Call |
Master data
| WKN: | HC48UG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 2.54 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.16 |
| Parity: | 2.54 |
| Time value: | 0.41 |
| Break-even: | 69.76 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 5.99 |
| Rho: | 0.15 |
Quote data
| Open: | 2.9400 |
|---|---|
| High: | 3.0300 |
| Low: | 2.9100 |
| Previous Close: | 2.9200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.09% | ||
|---|---|---|---|
| 1 Month | +83.03% | ||
| 3 Months | +199.01% | ||
| YTD | +1489.47% | ||
| 1 Year | +674.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9700 | 2.8200 |
|---|---|---|
| 1M High / 1M Low: | 2.9700 | 1.3100 |
| 6M High / 6M Low: | 2.9700 | 0.4400 |
| High (YTD): | 2024-08-27 | 2.9700 |
| Low (YTD): | 2024-01-05 | 0.1700 |
| 52W High: | 2024-08-27 | 2.9700 |
| 52W Low: | 2023-12-12 | 0.1400 |
| Avg. price 1W: | 2.8860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9857 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1719 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7492 | |
| Avg. volume 1Y: | 394.4844 | |
| Volatility 1M: | 225.49% | |
| Volatility 6M: | 202.14% | |
| Volatility 1Y: | 172.81% | |
| Volatility 3Y: | - |
