UC WAR. CALL 09/24 WMT/ DE000HC9M188 /
| 6/13/2024 8:00:13 AM | Chg.0.0000 | Bid9:30:03 AM | Ask9:30:03 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3100EUR | 0.00% | 1.3500 Bid Size: 6,000 |
1.3800 Ask Size: 6,000 |
Walmart Inc | 63.3333 USD | 9/18/2024 | Call |
Master data
| WKN: | HC9M18 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 9/18/2024 |
| Issue date: | 10/2/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.86 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.30 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 0.95 |
| Time value: | 0.50 |
| Break-even: | 63.80 |
| Moneyness: | 1.05 |
| Premium: | 0.03 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.69% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 9.50 |
| Rho: | 0.11 |
Quote data
| Open: | 1.3100 |
|---|---|
| High: | 1.3100 |
| Low: | 1.3100 |
| Previous Close: | 1.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -16.03% | ||
|---|---|---|---|
| 1 Month | +133.93% | ||
| 3 Months | +79.45% | ||
| YTD | +555.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5600 | 1.2800 |
|---|---|---|
| 1M High / 1M Low: | 1.5600 | 0.4400 |
| 6M High / 6M Low: | 1.5600 | 0.1600 |
| High (YTD): | 6/6/2024 | 1.5600 |
| Low (YTD): | 1/5/2024 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4060 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1222 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5665 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 464.80% | |
| Volatility 6M: | 232.79% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
