UC WAR. CALL 12/24 WMT/ DE000HC48UG0 /
2024-08-30 9:42:17 PM | Chg.+0.2100 | Bid9:58:29 PM | Ask9:58:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2300EUR | +6.95% | 3.2700 Bid Size: 12,000 |
3.2900 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: | 6.78 |
Leverage: | Yes |
Calculated values
Fair value: | 2.87 |
---|---|
Intrinsic value: | 2.64 |
Implied volatility: | 0.26 |
Historic volatility: | 0.16 |
Parity: | 2.64 |
Time value: | 0.41 |
Break-even: | 70.33 |
Moneyness: | 1.15 |
Premium: | 0.02 |
Premium p.a.: | 0.07 |
Spread abs.: | 0.01 |
Spread %: | 0.33% |
Delta: | 0.86 |
Theta: | -0.01 |
Omega: | 5.87 |
Rho: | 0.15 |
Quote data
Open: | 3.0000 |
---|---|
High: | 3.2300 |
Low: | 3.0000 |
Previous Close: | 3.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +14.13% | ||
---|---|---|---|
1 Month | +105.73% | ||
3 Months | +229.59% | ||
YTD | +1600.00% | ||
1 Year | +707.50% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0200 | 2.8300 |
---|---|---|
1M High / 1M Low: | 3.0200 | 1.3100 |
6M High / 6M Low: | 3.0200 | 0.4400 |
High (YTD): | 2024-08-29 | 3.0200 |
Low (YTD): | 2024-01-05 | 0.1700 |
52W High: | 2024-08-29 | 3.0200 |
52W Low: | 2023-12-12 | 0.1400 |
Avg. price 1W: | 2.9260 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.0452 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1863 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.7595 | |
Avg. volume 1Y: | 394.4844 | |
Volatility 1M: | 223.60% | |
Volatility 6M: | 201.36% | |
Volatility 1Y: | 172.82% | |
Volatility 3Y: | - |