UC WAR. CALL 12/24 WMT/ DE000HC48UG0 /
| 7/26/2024 9:41:59 PM | Chg.-0.1100 | Bid9:59:48 PM | Ask9:59:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6700EUR | -6.18% | 1.7000 Bid Size: 15,000 |
1.7100 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 12/18/2024 | Call |
Master data
| WKN: | HC48UG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 12/18/2024 |
| Issue date: | 2/20/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.88 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.47 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 0.93 |
| Time value: | 0.85 |
| Break-even: | 67.37 |
| Moneyness: | 1.05 |
| Premium: | 0.04 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.57% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 7.56 |
| Rho: | 0.15 |
Quote data
| Open: | 1.7900 |
|---|---|
| High: | 1.8000 |
| Low: | 1.6700 |
| Previous Close: | 1.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -14.80% | ||
|---|---|---|---|
| 1 Month | +9.15% | ||
| 3 Months | +192.98% | ||
| YTD | +778.95% | ||
| 1 Year | +351.35% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9600 | 1.7800 |
|---|---|---|
| 1M High / 1M Low: | 1.9600 | 1.3400 |
| 6M High / 6M Low: | 1.9600 | 0.2400 |
| High (YTD): | 7/19/2024 | 1.9600 |
| Low (YTD): | 1/5/2024 | 0.1700 |
| 52W High: | 7/19/2024 | 1.9600 |
| 52W Low: | 12/12/2023 | 0.1400 |
| Avg. price 1W: | 1.8660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6914 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8731 | |
| Avg. volume 6M: | 7.7795 | |
| Avg. price 1Y: | 0.6012 | |
| Avg. volume 1Y: | 394.4844 | |
| Volatility 1M: | 80.91% | |
| Volatility 6M: | 191.63% | |
| Volatility 1Y: | 163.14% | |
| Volatility 3Y: | - |
