UC WAR. CALL 12/24 WMT/ DE000HC49QX1 /
| 26/07/2024 21:41:07 | Chg.-0.1300 | Bid21:59:50 | Ask21:59:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1100EUR | -4.01% | 3.1600 Bid Size: 12,000 |
3.1700 Ask Size: 12,000 |
Walmart Inc | 60.00 USD | 18/12/2024 | Call |
Master data
| WKN: | HC49QX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 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: | 6.08 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.97 |
|---|---|
| Intrinsic value: | 2.70 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.15 |
| Parity: | 2.70 |
| Time value: | 0.47 |
| Break-even: | 65.84 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.32% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 5.25 |
| Rho: | 0.18 |
Quote data
| Open: | 3.2600 |
|---|---|
| High: | 3.2700 |
| Low: | 3.1100 |
| Previous Close: | 3.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.37% | ||
|---|---|---|---|
| 1 Month | +11.87% | ||
| 3 Months | +125.36% | ||
| YTD | +475.93% | ||
| 1 Year | +257.47% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3700 | 3.1100 |
|---|---|---|
| 1M High / 1M Low: | 3.4700 | 2.6800 |
| 6M High / 6M Low: | 3.4700 | 0.7100 |
| High (YTD): | 19/07/2024 | 3.4700 |
| Low (YTD): | 05/01/2024 | 0.4900 |
| 52W High: | 19/07/2024 | 3.4700 |
| 52W Low: | 14/12/2023 | 0.4100 |
| Avg. price 1W: | 3.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1350 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8609 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.3207 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 52.96% | |
| Volatility 6M: | 138.34% | |
| Volatility 1Y: | 124.71% | |
| Volatility 3Y: | - |
