UC WAR. CALL 12/24 WMT/ DE000HC49QX1 /
| 7/5/2024 9:40:09 PM | Chg.+0.2600 | Bid9:59:43 PM | Ask9:59:43 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.2200EUR | +8.78% | 3.2900 Bid Size: 12,000 |
3.3000 Ask Size: 12,000 |
Walmart Inc | 60.00 USD | 12/18/2024 | Call |
Master data
| WKN: | HC49QX |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 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: | 6.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.63 |
|---|---|
| Intrinsic value: | 2.29 |
| Implied volatility: | 0.29 |
| Historic volatility: | 0.15 |
| Parity: | 2.29 |
| Time value: | 0.71 |
| Break-even: | 65.50 |
| Moneyness: | 1.14 |
| Premium: | 0.04 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.06 |
| Spread %: | 2.04% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 5.07 |
| Rho: | 0.18 |
Quote data
| Open: | 2.9600 |
|---|---|
| High: | 3.2200 |
| Low: | 2.8500 |
| Previous Close: | 2.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +18.38% | ||
|---|---|---|---|
| 1 Month | +25.29% | ||
| 3 Months | +147.69% | ||
| YTD | +496.30% | ||
| 1 Year | +274.42% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9600 | 2.6800 |
|---|---|---|
| 1M High / 1M Low: | 3.0400 | 2.3600 |
| 6M High / 6M Low: | 3.0400 | 0.4900 |
| High (YTD): | 6/24/2024 | 3.0400 |
| Low (YTD): | 1/5/2024 | 0.4900 |
| 52W High: | 6/24/2024 | 3.0400 |
| 52W Low: | 12/14/2023 | 0.4100 |
| Avg. price 1W: | 2.7940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7050 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5269 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1636 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 92.62% | |
| Volatility 6M: | 140.31% | |
| Volatility 1Y: | 126.29% | |
| Volatility 3Y: | - |
