UC WAR. CALL 12/24 WMT/ DE000HC48UG0 /
| 30/08/2024 21:42:17 | Chg.+0.2100 | Bid21:58:29 | Ask21:58:29 | 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 | 18/12/2024 | Call |
Master data
| WKN: | HC48UG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 18/12/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.09 |
|---|---|
| Intrinsic value: | 2.87 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.16 |
| Parity: | 2.87 |
| Time value: | 0.40 |
| Break-even: | 71.25 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.02 |
| Spread %: | 0.62% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 5.60 |
| 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 | +116.78% | ||
| 3 Months | +223.00% | ||
| YTD | +1600.00% | ||
| 1 Year | +669.05% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2300 | 2.8900 |
|---|---|---|
| 1M High / 1M Low: | 3.2300 | 1.3100 |
| 6M High / 6M Low: | 3.2300 | 0.4400 |
| High (YTD): | 30/08/2024 | 3.2300 |
| Low (YTD): | 05/01/2024 | 0.1700 |
| 52W High: | 30/08/2024 | 3.2300 |
| 52W Low: | 12/12/2023 | 0.1400 |
| Avg. price 1W: | 3.0060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.1174 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2022 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.7705 | |
| Avg. volume 1Y: | 394.4844 | |
| Volatility 1M: | 221.57% | |
| Volatility 6M: | 200.70% | |
| Volatility 1Y: | 172.87% | |
| Volatility 3Y: | - |
