UC WAR. CALL 12/24 WMT/ DE000HC4XBT0 /
| 6/25/2024 11:42:00 AM | Chg.- | Bid12:07:41 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7300EUR | - | 4.7300 Bid Size: 6,000 |
- Ask Size: - |
WALMART DL-,10 | 53.3333 - | 12/18/2024 | Call |
Master data
| WKN: | HC4XBT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 - |
| Maturity: | 12/18/2024 |
| Issue date: | 3/10/2023 |
| Last trading day: | 6/25/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.60 |
|---|---|
| Intrinsic value: | 3.36 |
| Implied volatility: | 0.58 |
| Historic volatility: | 0.15 |
| Parity: | 3.36 |
| Time value: | 1.37 |
| Break-even: | 69.10 |
| Moneyness: | 1.21 |
| Premium: | 0.07 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.43 |
| Spread %: | 10.00% |
| Delta: | 0.77 |
| Theta: | -0.03 |
| Omega: | 3.16 |
| Rho: | 0.13 |
Quote data
| Open: | 4.7400 |
|---|---|
| High: | 4.7400 |
| Low: | 4.7000 |
| Previous Close: | 4.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | 0.00% | ||
| 3 Months | +76.49% | ||
| YTD | +269.53% | ||
| 1 Year | +179.88% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | - | - |
| 6M High / 6M Low: | 4.7300 | 1.5800 |
| High (YTD): | 6/25/2024 | 4.7300 |
| Low (YTD): | 1/5/2024 | 1.2100 |
| 52W High: | 6/25/2024 | 4.7300 |
| 52W Low: | 12/12/2023 | 1.0200 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | - | |
| Avg. volume 1M: | - | |
| Avg. price 6M: | 2.8944 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.2021 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | - | |
| Volatility 6M: | 96.62% | |
| Volatility 1Y: | 90.14% | |
| Volatility 3Y: | - |
