UC WAR. CALL 06/25 WMT/ DE000HC7U3N1 /
| 2024-09-23 9:42:26 PM | Chg.+0.2600 | Bid9:59:49 PM | Ask9:59:49 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9900EUR | +9.52% | 3.0100 Bid Size: 14,000 |
3.0200 Ask Size: 14,000 |
Walmart Inc | 73.3333 USD | 2025-06-18 | Call |
Master data
| WKN: | HC7U3N |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 73.33 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-06-30 |
| Last trading day: | 2025-06-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.73 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.42 |
|---|---|
| Intrinsic value: | 1.54 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | 1.54 |
| Time value: | 1.21 |
| Break-even: | 74.88 |
| Moneyness: | 1.08 |
| Premium: | 0.06 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.01 |
| Spread %: | 0.37% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.67 |
| Rho: | 0.31 |
Quote data
| Open: | 2.7300 |
|---|---|
| High: | 3.0100 |
| Low: | 2.7300 |
| Previous Close: | 2.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.55% | ||
|---|---|---|---|
| 1 Month | +38.43% | ||
| 3 Months | +143.09% | ||
| YTD | +1561.11% | ||
| 1 Year | +708.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1000 | 2.6000 |
|---|---|---|
| 1M High / 1M Low: | 3.1100 | 2.1600 |
| 6M High / 6M Low: | 3.1100 | 0.4500 |
| High (YTD): | 2024-09-13 | 3.1100 |
| Low (YTD): | 2024-01-09 | 0.1800 |
| 52W High: | 2024-09-13 | 3.1100 |
| 52W Low: | 2023-12-14 | 0.1500 |
| Avg. price 1W: | 2.7880 | |
| Avg. volume 1W: | 36 | |
| Avg. price 1M: | 2.5633 | |
| Avg. volume 1M: | 8.5714 | |
| Avg. price 6M: | 1.2567 | |
| Avg. volume 6M: | 2,185.8268 | |
| Avg. price 1Y: | 0.7900 | |
| Avg. volume 1Y: | 1,092.9134 | |
| Volatility 1M: | 83.86% | |
| Volatility 6M: | 160.72% | |
| Volatility 1Y: | 150.29% | |
| Volatility 3Y: | - |
