UC WAR. CALL 01/25 WMT/ DE000HC4H2B8 /
| 2024-06-14 9:41:37 PM | Chg.+0.1300 | Bid9:59:19 PM | Ask9:59:19 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.4500EUR | +3.92% | 3.4800 Bid Size: 14,000 |
3.4900 Ask Size: 14,000 |
Walmart Inc | 56.6667 USD | 2025-01-15 | Call |
Master data
| WKN: | HC4H2B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-24 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 5.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.28 |
|---|---|
| Intrinsic value: | 2.90 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.15 |
| Parity: | 2.90 |
| Time value: | 0.59 |
| Break-even: | 64.57 |
| Moneyness: | 1.18 |
| Premium: | 0.03 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 0.29% |
| Delta: | 0.87 |
| Theta: | -0.01 |
| Omega: | 4.66 |
| Rho: | 0.25 |
Quote data
| Open: | 3.3500 |
|---|---|
| High: | 3.4600 |
| Low: | 3.3500 |
| Previous Close: | 3.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.81% | ||
|---|---|---|---|
| 1 Month | +24.55% | ||
| 3 Months | +54.71% | ||
| YTD | +275.00% | ||
| 1 Year | +180.49% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4500 | 3.2400 |
|---|---|---|
| 1M High / 1M Low: | 3.5200 | 2.7600 |
| 6M High / 6M Low: | 3.5200 | 0.8000 |
| High (YTD): | 2024-06-06 | 3.5200 |
| Low (YTD): | 2024-01-05 | 0.8500 |
| 52W High: | 2024-06-06 | 3.5200 |
| 52W Low: | 2023-12-14 | 0.7200 |
| Avg. price 1W: | 3.3660 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.1300 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.9024 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.5764 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 75.83% | |
| Volatility 6M: | 109.48% | |
| Volatility 1Y: | 102.59% | |
| Volatility 3Y: | - |
