UC WAR. CALL 12/24 WMT/ DE000HC82V39 /
| 2024-07-26 9:40:31 PM | Chg.-0.0900 | Bid9:59:39 PM | Ask9:59:39 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1200EUR | -7.44% | 1.1500 Bid Size: 20,000 |
1.1600 Ask Size: 20,000 |
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: | 16.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | -0.06 |
| Time value: | 1.16 |
| Break-even: | 68.35 |
| Moneyness: | 1.00 |
| Premium: | 0.06 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.01 |
| Spread %: | 0.87% |
| Delta: | 0.56 |
| Theta: | -0.02 |
| Omega: | 9.30 |
| Rho: | 0.13 |
Quote data
| Open: | 1.2100 |
|---|---|
| High: | 1.2200 |
| Low: | 1.1200 |
| Previous Close: | 1.2100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.04% | ||
|---|---|---|---|
| 1 Month | +21.74% | ||
| 3 Months | +220.00% | ||
| YTD | +833.33% | ||
| 1 Year | +300.00% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2900 | 1.1200 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.8600 |
| 6M High / 6M Low: | 1.3600 | 0.1400 |
| High (YTD): | 2024-07-18 | 1.3600 |
| Low (YTD): | 2024-01-09 | 0.1200 |
| 52W High: | 2024-07-18 | 1.3600 |
| 52W Low: | 2023-12-12 | 0.1000 |
| Avg. price 1W: | 1.2320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1473 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5737 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3951 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 94.87% | |
| Volatility 6M: | 211.82% | |
| Volatility 1Y: | 171.38% | |
| Volatility 3Y: | - |
