UC WAR. CALL 12/24 WMT/ DE000HC549U4 /
| 7/26/2024 9:42:13 PM | Chg.-0.1100 | Bid9:59:48 PM | Ask9:59:48 PM | 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 | 12/18/2024 | Call |
Master data
| WKN: | HC549U |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 12/18/2024 |
| Issue date: | 3/17/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.20 |
|---|---|
| Intrinsic value: | 1.85 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | 1.85 |
| Time value: | 0.62 |
| Break-even: | 66.60 |
| Moneyness: | 1.11 |
| Premium: | 0.03 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.41% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 6.22 |
| 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 | +7.31% | ||
| 3 Months | +158.24% | ||
| YTD | +612.12% | ||
| 1 Year | +319.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6700 | 2.4600 |
|---|---|---|
| 1M High / 1M Low: | 2.6700 | 1.9500 |
| 6M High / 6M Low: | 2.6700 | 0.4100 |
| High (YTD): | 7/19/2024 | 2.6700 |
| Low (YTD): | 1/5/2024 | 0.2900 |
| 52W High: | 7/19/2024 | 2.6700 |
| 52W Low: | 12/12/2023 | 0.2400 |
| Avg. price 1W: | 2.5640 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3632 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2994 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9064 | |
| Avg. volume 1Y: | 12.1094 | |
| Volatility 1M: | 67.95% | |
| Volatility 6M: | 169.01% | |
| Volatility 1Y: | 150.41% | |
| Volatility 3Y: | - |
