UC WAR. CALL 09/24 WMT/ DE000HC9M196 /
| 2024-06-21 9:40:05 PM | Chg.+0.0500 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0500EUR | +5.00% | 1.0100 Bid Size: 15,000 |
1.0200 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 2024-09-18 | Call |
Master data
| WKN: | HC9M19 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 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: | 18.68 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.86 |
|---|---|
| Intrinsic value: | 0.35 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 0.35 |
| Time value: | 0.67 |
| Break-even: | 65.75 |
| Moneyness: | 1.02 |
| Premium: | 0.04 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.99% |
| Delta: | 0.63 |
| Theta: | -0.02 |
| Omega: | 11.72 |
| Rho: | 0.09 |
Quote data
| Open: | 1.0200 |
|---|---|
| High: | 1.0700 |
| Low: | 1.0200 |
| Previous Close: | 1.0000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +25.00% | ||
|---|---|---|---|
| 1 Month | +56.72% | ||
| 3 Months | +156.10% | ||
| YTD | +854.55% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0500 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 1.0500 | 0.5800 |
| 6M High / 6M Low: | 1.0500 | 0.1100 |
| High (YTD): | 2024-06-21 | 1.0500 |
| Low (YTD): | 2024-01-17 | 0.1100 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9760 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7704 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3564 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 172.20% | |
| Volatility 6M: | 254.62% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
