UniCredit Call 60 WMT 18.09.2024
/ DE000HC9M170
UniCredit Call 60 WMT 18.09.2024/ DE000HC9M170 /
| 2024-06-20 1:05:43 PM |
Chg.-0.060 |
Bid9:59:30 PM |
Ask2024-06-20 |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.420EUR |
-2.42% |
-
Bid Size: - |
-
Ask Size: - |
WALMART DL-,10 |
60.00 - |
2024-09-18 |
Call |
Master data
| WKN: |
HC9M17 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
WALMART DL-,10 |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
60.00 - |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-06-20 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.83 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.61 |
| Intrinsic value: |
1.41 |
| Implied volatility: |
0.48 |
| Historic volatility: |
0.15 |
| Parity: |
1.41 |
| Time value: |
1.07 |
| Break-even: |
68.27 |
| Moneyness: |
1.08 |
| Premium: |
0.06 |
| Premium p.a.: |
0.31 |
| Spread abs.: |
-0.03 |
| Spread %: |
-1.20% |
| Delta: |
0.69 |
| Theta: |
-0.04 |
| Omega: |
5.39 |
| Rho: |
0.07 |
Quote data
| Open: |
2.530 |
| High: |
2.530 |
| Low: |
2.410 |
| Previous Close: |
2.480 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
0.00% |
| 1 Month |
|
|
+21.61% |
| 3 Months |
|
|
+157.45% |
| YTD |
|
|
+611.76% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
- |
- |
| 1M High / 1M Low: |
2.480 |
2.060 |
| 6M High / 6M Low: |
2.480 |
0.360 |
| High (YTD): |
2024-06-19 |
2.480 |
| Low (YTD): |
2024-01-05 |
0.310 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
- |
| Avg. volume 1W: |
|
- |
| Avg. price 1M: |
|
2.278 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.103 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
62.12% |
| Volatility 6M: |
|
218.49% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
