UC WAR. CALL 12/24 WMT/ DE000HC82V39 /
| 7/5/2024 9:40:08 AM | Chg.-0.0500 | Bid10:14:00 AM | Ask10:14:00 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | -4.90% | 0.9500 Bid Size: 12,000 |
0.9800 Ask Size: 12,000 |
Walmart Inc | 70.00 USD | 12/18/2024 | Call |
Master data
| WKN: | HC82V3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 12/18/2024 |
| Issue date: | 7/17/2023 |
| Last trading day: | 12/17/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 18.21 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | -0.49 |
| Time value: | 1.04 |
| Break-even: | 68.22 |
| Moneyness: | 0.97 |
| Premium: | 0.08 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.03 |
| Spread %: | 2.97% |
| Delta: | 0.51 |
| Theta: | -0.01 |
| Omega: | 9.20 |
| Rho: | 0.13 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0200 |
| Low: | 0.9700 |
| Previous Close: | 1.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.99% | ||
|---|---|---|---|
| 1 Month | +18.29% | ||
| 3 Months | +185.29% | ||
| YTD | +708.33% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0200 | 0.8600 |
|---|---|---|
| 1M High / 1M Low: | 1.0800 | 0.7200 |
| 6M High / 6M Low: | 1.0800 | 0.1200 |
| High (YTD): | 6/24/2024 | 1.0800 |
| Low (YTD): | 1/9/2024 | 0.1200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8895 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4357 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 152.54% | |
| Volatility 6M: | 210.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
