UC WAR. CALL 01/25 WMT/ DE000HC48UK2 /
| 2024-06-21 9:40:33 PM | Chg.+0.0700 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9700EUR | +2.41% | 2.9200 Bid Size: 14,000 |
2.9300 Ask Size: 14,000 |
Walmart Inc | 60.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HC48UK |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.50 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.24 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 2.24 |
| Time value: | 0.69 |
| Break-even: | 65.81 |
| Moneyness: | 1.13 |
| Premium: | 0.04 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | 0.82 |
| Theta: | -0.01 |
| Omega: | 5.35 |
| Rho: | 0.24 |
Quote data
| Open: | 2.9200 |
|---|---|
| High: | 3.0000 |
| Low: | 2.9200 |
| Previous Close: | 2.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.65% | ||
|---|---|---|---|
| 1 Month | +26.92% | ||
| 3 Months | +84.47% | ||
| YTD | +403.39% | ||
| 1 Year | +262.20% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.9700 | 2.7600 |
|---|---|---|
| 1M High / 1M Low: | 2.9700 | 2.2000 |
| 6M High / 6M Low: | 2.9700 | 0.5400 |
| High (YTD): | 2024-06-21 | 2.9700 |
| Low (YTD): | 2024-01-05 | 0.5400 |
| 52W High: | 2024-06-21 | 2.9700 |
| 52W Low: | 2023-12-12 | 0.4500 |
| Avg. price 1W: | 2.8580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.5291 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4490 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.1570 | |
| Avg. volume 1Y: | 2.3438 | |
| Volatility 1M: | 78.92% | |
| Volatility 6M: | 132.28% | |
| Volatility 1Y: | 120.31% | |
| Volatility 3Y: | - |
