UniCredit Call 63.3333 WMT 18.09.2024
/ DE000HC9M188
UniCredit Call 63.3333 WMT 18.09..../ DE000HC9M188 /
| 2024-07-26 7:41:41 PM |
Chg.-0.120 |
Bid9:59:37 PM |
Ask9:59:37 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.980EUR |
-5.71% |
2.000
Bid Size: 14,000 |
2.010
Ask Size: 14,000 |
Walmart Inc |
63.3333 USD |
2024-09-18 |
Call |
Master data
| WKN: |
HC9M18 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Walmart Inc |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
63.33 USD |
| Maturity: |
2024-09-18 |
| Issue date: |
2023-10-02 |
| Last trading day: |
2024-09-17 |
| Ratio: |
3.33:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
9.59 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.89 |
| Intrinsic value: |
1.78 |
| Implied volatility: |
0.26 |
| Historic volatility: |
0.15 |
| Parity: |
1.78 |
| Time value: |
0.23 |
| Break-even: |
65.04 |
| Moneyness: |
1.10 |
| Premium: |
0.01 |
| Premium p.a.: |
0.08 |
| Spread abs.: |
0.01 |
| Spread %: |
0.50% |
| Delta: |
0.86 |
| Theta: |
-0.02 |
| Omega: |
8.28 |
| Rho: |
0.07 |
Quote data
| Open: |
2.090 |
| High: |
2.120 |
| Low: |
1.850 |
| Previous Close: |
2.100 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.21% |
| 1 Month |
|
|
+17.16% |
| 3 Months |
|
|
+247.37% |
| YTD |
|
|
+1000.00% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.210 |
1.980 |
| 1M High / 1M Low: |
2.270 |
1.510 |
| 6M High / 6M Low: |
2.270 |
0.250 |
| High (YTD): |
2024-07-18 |
2.270 |
| Low (YTD): |
2024-01-05 |
0.170 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.122 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.975 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.969 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
94.49% |
| Volatility 6M: |
|
237.38% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
