UC WAR. CALL 01/25 WMT/ DE000HC7U3J9 /
| 2024-09-23 3:40:57 PM | Chg.+0.0700 | Bid5:01:30 PM | Ask5:01:30 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.2300EUR | +3.24% | 2.3900 Bid Size: 12,000 |
2.4000 Ask Size: 12,000 |
Walmart Inc | 73.3333 USD | 2025-01-15 | Call |
Master data
| WKN: | HC7U3J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 9.66 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.92 |
|---|---|
| Intrinsic value: | 1.54 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 1.54 |
| Time value: | 0.66 |
| Break-even: | 73.05 |
| Moneyness: | 1.08 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.46% |
| Delta: | 0.76 |
| Theta: | -0.02 |
| Omega: | 7.30 |
| Rho: | 0.14 |
Quote data
| Open: | 2.1500 |
|---|---|
| High: | 2.2300 |
| Low: | 2.1500 |
| Previous Close: | 2.1600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.55% | ||
|---|---|---|---|
| 1 Month | +45.75% | ||
| 3 Months | +209.72% | ||
| YTD | +5768.42% | ||
| 1 Year | +961.90% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5500 | 1.9900 |
|---|---|---|
| 1M High / 1M Low: | 2.5500 | 1.5300 |
| 6M High / 6M Low: | 2.5500 | 0.1900 |
| High (YTD): | 2024-09-16 | 2.5500 |
| Low (YTD): | 2024-01-05 | 0.0620 |
| 52W High: | 2024-09-16 | 2.5500 |
| 52W Low: | 2023-12-29 | 0.0380 |
| Avg. price 1W: | 2.2040 | |
| Avg. volume 1W: | 50 | |
| Avg. price 1M: | 1.9576 | |
| Avg. volume 1M: | 11.9048 | |
| Avg. price 6M: | 0.7948 | |
| Avg. volume 6M: | 10.6142 | |
| Avg. price 1Y: | 0.4798 | |
| Avg. volume 1Y: | 5.3071 | |
| Volatility 1M: | 122.94% | |
| Volatility 6M: | 232.11% | |
| Volatility 1Y: | 231.46% | |
| Volatility 3Y: | - |
