UC WAR. CALL 12/24 WMT/ DE000HC7U3H3 /
| 26/07/2024 21:41:21 | Chg.-0.0600 | Bid21:59:33 | Ask21:59:33 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | -7.69% | 0.7300 Bid Size: 25,000 |
0.7400 Ask Size: 25,000 |
Walmart Inc | 73.3333 USD | 18/12/2024 | Call |
Master data
| WKN: | HC7U3H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 USD |
| Maturity: | 18/12/2024 |
| Issue date: | 30/06/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 26.06 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.46 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.15 |
| Parity: | -0.98 |
| Time value: | 0.74 |
| Break-even: | 70.02 |
| Moneyness: | 0.95 |
| Premium: | 0.09 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.01 |
| Spread %: | 1.37% |
| Delta: | 0.42 |
| Theta: | -0.01 |
| Omega: | 11.00 |
| Rho: | 0.10 |
Quote data
| Open: | 0.7800 |
|---|---|
| High: | 0.7900 |
| Low: | 0.7200 |
| Previous Close: | 0.7800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -20.00% | ||
|---|---|---|---|
| 1 Month | +26.32% | ||
| 3 Months | +242.86% | ||
| YTD | +2669.23% | ||
| 1 Year | +278.95% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8400 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.5300 |
| 6M High / 6M Low: | 0.9000 | 0.0900 |
| High (YTD): | 19/07/2024 | 0.9000 |
| Low (YTD): | 05/01/2024 | 0.0530 |
| 52W High: | 19/07/2024 | 0.9000 |
| 52W Low: | 29/12/2023 | 0.0260 |
| Avg. price 1W: | 0.8000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7377 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3603 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2491 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 112.12% | |
| Volatility 6M: | 225.89% | |
| Volatility 1Y: | 257.55% | |
| Volatility 3Y: | - |
