UC WAR. CALL 12/24 WMT/ DE000HC49QW3 /
| 6/26/2024 9:40:56 PM | Chg.+0.3200 | Bid9:59:18 PM | Ask9:59:18 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.7700EUR | +9.28% | 3.7400 Bid Size: 12,000 |
3.7600 Ask Size: 12,000 |
Walmart Inc | 56.6667 USD | 12/18/2024 | Call |
Master data
| WKN: | HC49QW |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 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: | 5.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.31 |
|---|---|
| Intrinsic value: | 3.01 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.16 |
| Parity: | 3.01 |
| Time value: | 0.55 |
| Break-even: | 64.78 |
| Moneyness: | 1.19 |
| Premium: | 0.03 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.12 |
| Spread %: | 3.49% |
| Delta: | 0.86 |
| Theta: | -0.01 |
| Omega: | 4.58 |
| Rho: | 0.20 |
Quote data
| Open: | 3.4800 |
|---|---|
| High: | 3.7800 |
| Low: | 3.4800 |
| Previous Close: | 3.4500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.57% | ||
|---|---|---|---|
| 1 Month | +21.22% | ||
| 3 Months | +82.13% | ||
| YTD | +343.53% | ||
| 1 Year | +255.66% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.8700 | 3.4500 |
|---|---|---|
| 1M High / 1M Low: | 3.8700 | 2.8700 |
| 6M High / 6M Low: | 3.8700 | 0.7900 |
| High (YTD): | 6/24/2024 | 3.8700 |
| Low (YTD): | 1/5/2024 | 0.7900 |
| 52W High: | 6/24/2024 | 3.8700 |
| 52W Low: | 12/12/2023 | 0.6600 |
| Avg. price 1W: | 3.6900 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.3287 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9911 | |
| Avg. volume 6M: | 7.2756 | |
| Avg. price 1Y: | 1.5873 | |
| Avg. volume 1Y: | 3.9219 | |
| Volatility 1M: | 81.28% | |
| Volatility 6M: | 115.81% | |
| Volatility 1Y: | 107.48% | |
| Volatility 3Y: | - |
