UC WAR. CALL 12/24 WMT/ DE000HC549U4 /
26/07/2024 21:42:13 | Chg.-0.1100 | Bid21:59:48 | Ask21:59:48 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3500EUR | -4.47% | 2.3800 Bid Size: 15,000 |
2.3900 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 18/12/2024 | Call |
Master data
WKN: | HC549U |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 63.33 USD |
Maturity: | 18/12/2024 |
Issue date: | 17/03/2023 |
Last trading day: | 17/12/2024 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 8.03 |
Leverage: | Yes |
Calculated values
Fair value: | 2.14 |
---|---|
Intrinsic value: | 1.78 |
Implied volatility: | 0.24 |
Historic volatility: | 0.15 |
Parity: | 1.78 |
Time value: | 0.62 |
Break-even: | 66.34 |
Moneyness: | 1.10 |
Premium: | 0.03 |
Premium p.a.: | 0.08 |
Spread abs.: | 0.01 |
Spread %: | 0.42% |
Delta: | 0.79 |
Theta: | -0.01 |
Omega: | 6.36 |
Rho: | 0.17 |
Quote data
Open: | 2.4800 |
---|---|
High: | 2.4900 |
Low: | 2.3500 |
Previous Close: | 2.4600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.99% | ||
---|---|---|---|
1 Month | +15.76% | ||
3 Months | +158.24% | ||
YTD | +612.12% | ||
1 Year | +298.31% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.5800 | 2.3500 |
---|---|---|
1M High / 1M Low: | 2.6700 | 1.9500 |
6M High / 6M Low: | 2.6700 | 0.4300 |
High (YTD): | 19/07/2024 | 2.6700 |
Low (YTD): | 05/01/2024 | 0.2900 |
52W High: | 19/07/2024 | 2.6700 |
52W Low: | 12/12/2023 | 0.2400 |
Avg. price 1W: | 2.5000 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.3705 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3146 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.9134 | |
Avg. volume 1Y: | 12.1094 | |
Volatility 1M: | 64.41% | |
Volatility 6M: | 169.19% | |
Volatility 1Y: | 150.44% | |
Volatility 3Y: | - |