UC WAR. CALL 12/24 WMT/ DE000HC82V39 /
| 25/07/2024 21:41:30 | Chg.-0.0800 | Bid21:56:35 | Ask21:56:35 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2100EUR | -6.20% | - Bid Size: 20,000 |
- Ask Size: 20,000 |
Walmart Inc | 70.00 USD | 18/12/2024 | Call |
Master data
| WKN: | HC82V3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 18/12/2024 |
| Issue date: | 17/07/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 0.17 |
| Time value: | 1.13 |
| Break-even: | 68.92 |
| Moneyness: | 1.01 |
| Premium: | 0.06 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.78% |
| Delta: | 0.59 |
| Theta: | -0.02 |
| Omega: | 8.92 |
| Rho: | 0.14 |
Quote data
| Open: | 1.3000 |
|---|---|
| High: | 1.3000 |
| Low: | 1.1900 |
| Previous Close: | 1.2900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.37% | ||
|---|---|---|---|
| 1 Month | +18.63% | ||
| 3 Months | +245.71% | ||
| YTD | +908.33% | ||
| 1 Year | +365.38% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.2100 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 0.8600 |
| 6M High / 6M Low: | 1.3600 | 0.1400 |
| High (YTD): | 18/07/2024 | 1.3600 |
| Low (YTD): | 09/01/2024 | 0.1200 |
| 52W High: | 18/07/2024 | 1.3600 |
| 52W Low: | 12/12/2023 | 0.1000 |
| Avg. price 1W: | 1.2780 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1427 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5660 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.3917 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 97.83% | |
| Volatility 6M: | 211.40% | |
| Volatility 1Y: | 171.30% | |
| Volatility 3Y: | - |
