UC WAR. CALL 09/24 WMT/ DE000HC9M188 /
| 2024-06-14 9:40:27 PM | Chg.+0.1100 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.4700EUR | +8.09% | 1.4900 Bid Size: 15,000 |
1.5000 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 2024-09-18 | Call |
Master data
| WKN: | HC9M18 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-02 |
| Last trading day: | 2024-09-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.36 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 1.03 |
| Time value: | 0.47 |
| Break-even: | 64.16 |
| Moneyness: | 1.06 |
| Premium: | 0.02 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.67% |
| Delta: | 0.75 |
| Theta: | -0.01 |
| Omega: | 9.44 |
| Rho: | 0.11 |
Quote data
| Open: | 1.3800 |
|---|---|
| High: | 1.4700 |
| Low: | 1.3800 |
| Previous Close: | 1.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.84% | ||
|---|---|---|---|
| 1 Month | +45.54% | ||
| 3 Months | +101.37% | ||
| YTD | +635.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4700 | 1.3100 |
|---|---|---|
| 1M High / 1M Low: | 1.5600 | 0.9700 |
| 6M High / 6M Low: | 1.5600 | 0.1800 |
| High (YTD): | 2024-06-06 | 1.5600 |
| Low (YTD): | 2024-01-05 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2359 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5898 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 153.30% | |
| Volatility 6M: | 231.92% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
