UC WAR. CALL 12/24 WMT/ DE000HC82V39 /
2024-08-30 3:40:14 PM | Chg.+0.0400 | Bid4:40:47 PM | Ask4:40:47 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2800EUR | +1.79% | 2.3000 Bid Size: 12,000 |
2.3100 Ask Size: 12,000 |
Walmart Inc | 70.00 USD | 2024-12-18 | Call |
Master data
WKN: | HC82V3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 USD |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-17 |
Last trading day: | 2024-12-17 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 9.12 |
Leverage: | Yes |
Calculated values
Fair value: | 2.06 |
---|---|
Intrinsic value: | 1.74 |
Implied volatility: | 0.24 |
Historic volatility: | 0.16 |
Parity: | 1.74 |
Time value: | 0.53 |
Break-even: | 70.74 |
Moneyness: | 1.09 |
Premium: | 0.03 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.01 |
Spread %: | 0.44% |
Delta: | 0.80 |
Theta: | -0.02 |
Omega: | 7.25 |
Rho: | 0.14 |
Quote data
Open: | 2.2500 |
---|---|
High: | 2.2800 |
Low: | 2.2500 |
Previous Close: | 2.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.68% | ||
---|---|---|---|
1 Month | +119.23% | ||
3 Months | +273.77% | ||
YTD | +1800.00% | ||
1 Year | +744.44% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2400 | 2.0600 |
---|---|---|
1M High / 1M Low: | 2.2400 | 0.8600 |
6M High / 6M Low: | 2.2400 | 0.2700 |
High (YTD): | 2024-08-29 | 2.2400 |
Low (YTD): | 2024-01-09 | 0.1200 |
52W High: | 2024-08-29 | 2.2400 |
52W Low: | 2023-12-12 | 0.1000 |
Avg. price 1W: | 2.1540 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4296 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.7898 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.5025 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 249.81% | |
Volatility 6M: | 221.74% | |
Volatility 1Y: | 184.22% | |
Volatility 3Y: | - |