UC WAR. CALL 06/24 WMT/ DE000HC4H2A0 /
| 2024-05-09 7:41:54 PM | Chg.+0.0200 | Bid9:03:58 PM | Ask9:03:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2400EUR | +9.09% | 0.2300 Bid Size: 35,000 |
0.2400 Ask Size: 35,000 |
Walmart Inc | 63.3333 USD | 2024-06-19 | Call |
Master data
| WKN: | HC4H2A |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 2024-06-19 |
| Issue date: | 2023-02-24 |
| Last trading day: | 2024-06-18 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 76.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.07 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.14 |
| Parity: | -0.85 |
| Time value: | 0.22 |
| Break-even: | 59.67 |
| Moneyness: | 0.95 |
| Premium: | 0.06 |
| Premium p.a.: | 0.73 |
| Spread abs.: | 0.01 |
| Spread %: | 4.76% |
| Delta: | 0.29 |
| Theta: | -0.02 |
| Omega: | 22.08 |
| Rho: | 0.02 |
Quote data
| Open: | 0.2200 |
|---|---|
| High: | 0.2400 |
| Low: | 0.2200 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.00% | ||
|---|---|---|---|
| 1 Month | +4.35% | ||
| 3 Months | +26.32% | ||
| YTD | +166.67% | ||
| 1 Year | -33.33% | ||
| 3 Years | - | ||
| 5 Years | - |
| 1W High / 1W Low: | 0.2300 | 0.1800 |
|---|---|---|
| 1M High / 1M Low: | 0.3300 | 0.1600 |
| 6M High / 6M Low: | 0.4600 | 0.0730 |
| High (YTD): | 2024-03-12 | 0.4600 |
| Low (YTD): | 2024-01-09 | 0.0880 |
| 52W High: | 2024-03-12 | 0.4600 |
| 52W Low: | 2023-12-15 | 0.0730 |
| Avg. price 1W: | 0.2020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2319 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1995 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.2312 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 315.53% | |
| Volatility 6M: | 219.30% | |
| Volatility 1Y: | 180.19% | |
| Volatility 3Y: | - |
