UC WAR. CALL 01/25 WMT/ DE000HC48UL0 /
| 2024-06-21 9:42:08 PM | Chg.+0.0700 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2400EUR | +3.23% | 2.1900 Bid Size: 15,000 |
2.2000 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 2025-01-15 | Call |
Master data
| WKN: | HC48UL |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 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: | 8.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.93 |
|---|---|
| Intrinsic value: | 1.31 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 1.31 |
| Time value: | 0.89 |
| Break-even: | 66.49 |
| Moneyness: | 1.07 |
| Premium: | 0.05 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.46% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 6.42 |
| Rho: | 0.23 |
Quote data
| Open: | 2.1900 |
|---|---|
| High: | 2.2600 |
| Low: | 2.1900 |
| Previous Close: | 2.1700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.71% | ||
|---|---|---|---|
| 1 Month | +39.13% | ||
| 3 Months | +88.24% | ||
| YTD | +505.41% | ||
| 1 Year | +322.64% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.1700 | 1.9700 |
|---|---|---|
| 1M High / 1M Low: | 2.1700 | 1.5700 |
| 6M High / 6M Low: | 2.1700 | 0.3200 |
| High (YTD): | 2024-06-20 | 2.1700 |
| Low (YTD): | 2024-01-05 | 0.3300 |
| 52W High: | 2024-06-20 | 2.1700 |
| 52W Low: | 2023-12-11 | 0.2700 |
| Avg. price 1W: | 2.0820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8252 | |
| Avg. volume 1M: | 2.0870 | |
| Avg. price 6M: | 0.9847 | |
| Avg. volume 6M: | .7680 | |
| Avg. price 1Y: | 0.7867 | |
| Avg. volume 1Y: | .3750 | |
| Volatility 1M: | 94.82% | |
| Volatility 6M: | 158.39% | |
| Volatility 1Y: | 139.77% | |
| Volatility 3Y: | - |
