UC WAR. CALL 01/25 WMT/ DE000HC48UM8 /
2024-09-23 1:40:01 PM | Chg.+0.0500 | Bid1:48:37 PM | Ask1:48:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7300EUR | +1.36% | 3.7300 Bid Size: 6,000 |
3.7800 Ask Size: 6,000 |
Walmart Inc | 66.6667 USD | 2025-01-15 | Call |
Master data
WKN: | HC48UM |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 66.67 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: | 5.73 |
Leverage: | Yes |
Calculated values
Fair value: | 3.54 |
---|---|
Intrinsic value: | 3.33 |
Implied volatility: | 0.28 |
Historic volatility: | 0.16 |
Parity: | 3.33 |
Time value: | 0.38 |
Break-even: | 72.11 |
Moneyness: | 1.19 |
Premium: | 0.02 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.02 |
Spread %: | 0.54% |
Delta: | 0.89 |
Theta: | -0.01 |
Omega: | 5.10 |
Rho: | 0.16 |
Quote data
Open: | 3.6600 |
---|---|
High: | 3.7300 |
Low: | 3.6600 |
Previous Close: | 3.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -9.02% | ||
---|---|---|---|
1 Month | +28.18% | ||
3 Months | +133.13% | ||
YTD | +1521.74% | ||
1 Year | +677.08% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.1000 | 3.4800 |
---|---|---|
1M High / 1M Low: | 4.1200 | 2.9100 |
6M High / 6M Low: | 4.1200 | 0.5000 |
High (YTD): | 2024-09-13 | 4.1200 |
Low (YTD): | 2024-01-05 | 0.1900 |
52W High: | 2024-09-13 | 4.1200 |
52W Low: | 2023-12-12 | 0.1600 |
Avg. price 1W: | 3.7180 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.4295 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.6302 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.0156 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 81.80% | |
Volatility 6M: | 190.72% | |
Volatility 1Y: | 166.46% | |
Volatility 3Y: | - |