UC WAR. CALL 12/24 WMT/ DE000HC49QW3 /
| 04/07/2024 11:40:08 | Chg.- | Bid12:00:10 | Ask04/07/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6700EUR | - | 3.6800 Bid Size: 8,000 |
- Ask Size: 6,000 |
WALMART DL-,10 | 56.6667 - | 18/12/2024 | Call |
Master data
| WKN: | HC49QW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 - |
| Maturity: | 18/12/2024 |
| Issue date: | 20/02/2023 |
| Last trading day: | 04/07/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.13 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 1.94 |
| Implied volatility: | 0.51 |
| Historic volatility: | 0.15 |
| Parity: | 1.94 |
| Time value: | 1.75 |
| Break-even: | 68.97 |
| Moneyness: | 1.11 |
| Premium: | 0.09 |
| Premium p.a.: | 0.21 |
| Spread abs.: | -0.03 |
| Spread %: | -0.81% |
| Delta: | 0.70 |
| Theta: | -0.03 |
| Omega: | 3.61 |
| Rho: | 0.15 |
Quote data
| Open: | 3.6500 |
|---|---|
| High: | 3.6700 |
| Low: | 3.6500 |
| Previous Close: | 3.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.26% | ||
|---|---|---|---|
| 1 Month | +9.23% | ||
| 3 Months | +96.26% | ||
| YTD | +331.76% | ||
| 1 Year | +195.97% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6700 | 3.4800 |
|---|---|---|
| 1M High / 1M Low: | 3.8700 | 3.1200 |
| 6M High / 6M Low: | 3.8700 | 0.7900 |
| High (YTD): | 24/06/2024 | 3.8700 |
| Low (YTD): | 05/01/2024 | 0.7900 |
| 52W High: | 24/06/2024 | 3.8700 |
| 52W Low: | 12/12/2023 | 0.6600 |
| Avg. price 1W: | 3.5800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.5023 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.1188 | |
| Avg. volume 6M: | 7.2756 | |
| Avg. price 1Y: | 1.6446 | |
| Avg. volume 1Y: | 3.9219 | |
| Volatility 1M: | 77.78% | |
| Volatility 6M: | 114.82% | |
| Volatility 1Y: | 106.60% | |
| Volatility 3Y: | - |
