UC WAR. CALL 12/24 WMT/ DE000HC49QX1 /
| 2024-07-25 9:40:39 PM | Chg.-0.1300 | Bid9:57:17 PM | Ask9:57:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2400EUR | -3.86% | - Bid Size: 12,000 |
- Ask Size: 12,000 |
Walmart Inc | 60.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HC49QX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 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: | 5.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.20 |
|---|---|
| Intrinsic value: | 2.93 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.15 |
| Parity: | 2.93 |
| Time value: | 0.45 |
| Break-even: | 66.63 |
| Moneyness: | 1.18 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.02 |
| Spread %: | 0.60% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 5.08 |
| Rho: | 0.18 |
Quote data
| Open: | 3.3700 |
|---|---|
| High: | 3.3700 |
| Low: | 3.2400 |
| Previous Close: | 3.3700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.63% | ||
|---|---|---|---|
| 1 Month | +10.20% | ||
| 3 Months | +134.78% | ||
| YTD | +500.00% | ||
| 1 Year | +285.71% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4700 | 3.2400 |
|---|---|---|
| 1M High / 1M Low: | 3.4700 | 2.6800 |
| 6M High / 6M Low: | 3.4700 | 0.6800 |
| High (YTD): | 2024-07-19 | 3.4700 |
| Low (YTD): | 2024-01-05 | 0.4900 |
| 52W High: | 2024-07-19 | 3.4700 |
| 52W Low: | 2023-12-14 | 0.4100 |
| Avg. price 1W: | 3.3500 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1273 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8418 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3118 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 54.71% | |
| Volatility 6M: | 138.18% | |
| Volatility 1Y: | 124.65% | |
| Volatility 3Y: | - |
