UC WAR. CALL 01/25 WMT/ DE000HC82V47 /
| 18/06/2024 09:41:28 | Chg.+0.0100 | Bid18/06/2024 | Ask18/06/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3900EUR | +0.23% | 4.3800 Bid Size: 4,000 |
4.4500 Ask Size: 4,000 |
Walmart Inc | 53.3333 USD | 15/01/2025 | Call |
Master data
| WKN: | HC82V4 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 17/07/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.26 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.25 |
|---|---|
| Intrinsic value: | 3.93 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.15 |
| Parity: | 3.93 |
| Time value: | 0.49 |
| Break-even: | 64.39 |
| Moneyness: | 1.26 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.45% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 3.87 |
| Rho: | 0.24 |
Quote data
| Open: | 4.3900 |
|---|---|
| High: | 4.3900 |
| Low: | 4.3900 |
| Previous Close: | 4.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.03% | ||
|---|---|---|---|
| 1 Month | +18.65% | ||
| 3 Months | +50.86% | ||
| YTD | +225.19% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.3800 | 4.0600 |
|---|---|---|
| 1M High / 1M Low: | 4.3800 | 3.5400 |
| 6M High / 6M Low: | 4.3800 | 1.1900 |
| High (YTD): | 17/06/2024 | 4.3800 |
| Low (YTD): | 05/01/2024 | 1.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.2180 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9871 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5542 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.26% | |
| Volatility 6M: | 90.97% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
