UC WAR. CALL 12/24 WMT/ DE000HC7U3H3 /
| 10/24/2024 11:41:28 AM | Chg.- | Bid1:30:39 PM | Ask10/24/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0800EUR | - | 3.0600 Bid Size: 6,000 |
- Ask Size: 4,000 |
WALMART DL-,10 | 73.3333 - | 12/18/2024 | Call |
Master data
| WKN: | HC7U3H |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 - |
| Maturity: | 12/18/2024 |
| Issue date: | 6/30/2023 |
| Last trading day: | 10/24/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.86 |
|---|---|
| Intrinsic value: | 1.74 |
| Implied volatility: | 0.72 |
| Historic volatility: | 0.17 |
| Parity: | 1.74 |
| Time value: | 1.42 |
| Break-even: | 83.87 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.72 |
| Spread abs.: | 0.18 |
| Spread %: | 6.04% |
| Delta: | 0.68 |
| Theta: | -0.09 |
| Omega: | 5.08 |
| Rho: | 0.05 |
Quote data
| Open: | 3.0000 |
|---|---|
| High: | 3.0800 |
| Low: | 3.0000 |
| Previous Close: | 3.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +30.51% | ||
| 3 Months | +450.00% | ||
| YTD | +11746.15% | ||
| 1 Year | +1825.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 3.0800 | 2.1900 |
| 6M High / 6M Low: | 3.0800 | 0.1600 |
| High (YTD): | 10/24/2024 | 3.0800 |
| Low (YTD): | 1/5/2024 | 0.0530 |
| 52W High: | 10/24/2024 | 3.0800 |
| 52W Low: | 12/29/2023 | 0.0260 |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.5508 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1899 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6649 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 100.37% | |
| Volatility 6M: | 236.68% | |
| Volatility 1Y: | 272.14% | |
| Volatility 3Y: | - |
