UC WAR. CALL 06/25 WMT/ DE000HC7U3L5 /
| 2024-09-23 7:41:32 PM | Chg.+0.280 | Bid9:31:56 PM | Ask9:31:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.920EUR | +4.96% | 5.950 Bid Size: 12,000 |
5.970 Ask Size: 12,000 |
Walmart Inc | 60.00 USD | 2025-06-18 | Call |
Master data
| WKN: | HC7U3L |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 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: | 3.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.54 |
|---|---|
| Intrinsic value: | 5.12 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 5.12 |
| Time value: | 0.55 |
| Break-even: | 72.67 |
| Moneyness: | 1.32 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 0.35% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 3.50 |
| Rho: | 0.35 |
Quote data
| Open: | 5.620 |
|---|---|
| High: | 6.000 |
| Low: | 5.620 |
| Previous Close: | 5.640 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.95% | ||
|---|---|---|---|
| 1 Month | +21.06% | ||
| 3 Months | +73.10% | ||
| YTD | +580.46% | ||
| 1 Year | +335.29% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.100 | 5.450 |
|---|---|---|
| 1M High / 1M Low: | 6.110 | 4.890 |
| 6M High / 6M Low: | 6.110 | 1.700 |
| High (YTD): | 2024-09-13 | 6.110 |
| Low (YTD): | 2024-01-05 | 0.820 |
| 52W High: | 2024-09-13 | 6.110 |
| 52W Low: | 2023-12-12 | 0.700 |
| Avg. price 1W: | 5.698 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.421 | |
| Avg. volume 1M: | 9.524 | |
| Avg. price 6M: | 3.304 | |
| Avg. volume 6M: | 5.827 | |
| Avg. price 1Y: | 2.284 | |
| Avg. volume 1Y: | 14.094 | |
| Volatility 1M: | 54.65% | |
| Volatility 6M: | 105.93% | |
| Volatility 1Y: | 102.55% | |
| Volatility 3Y: | - |
