UC WAR. CALL 12/24 WMT/ DE000HC48UG0 /
| 2024-06-21 9:41:17 PM | Chg.+0.0500 | Bid9:59:55 PM | Ask9:59:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5100EUR | +3.42% | 1.4800 Bid Size: 15,000 |
1.4900 Ask Size: 15,000 |
Walmart Inc | 66.6667 USD | 2024-12-18 | Call |
Master data
| WKN: | HC48UG |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-02-20 |
| Last trading day: | 2024-12-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.79 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.21 |
|---|---|
| Intrinsic value: | 0.38 |
| Implied volatility: | 0.21 |
| Historic volatility: | 0.15 |
| Parity: | 0.38 |
| Time value: | 1.11 |
| Break-even: | 67.24 |
| Moneyness: | 1.02 |
| Premium: | 0.06 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.01 |
| Spread %: | 0.68% |
| Delta: | 0.63 |
| Theta: | -0.01 |
| Omega: | 8.05 |
| Rho: | 0.17 |
Quote data
| Open: | 1.4800 |
|---|---|
| High: | 1.5400 |
| Low: | 1.4800 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +17.97% | ||
|---|---|---|---|
| 1 Month | +39.81% | ||
| 3 Months | +122.06% | ||
| YTD | +694.74% | ||
| 1 Year | +331.43% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.5100 | 1.3500 |
|---|---|---|
| 1M High / 1M Low: | 1.5100 | 0.9800 |
| 6M High / 6M Low: | 1.5100 | 0.1700 |
| High (YTD): | 2024-06-21 | 1.5100 |
| Low (YTD): | 2024-01-05 | 0.1700 |
| 52W High: | 2024-06-21 | 1.5100 |
| 52W Low: | 2023-12-12 | 0.1400 |
| Avg. price 1W: | 1.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1974 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6030 | |
| Avg. volume 6M: | 167.9040 | |
| Avg. price 1Y: | 0.4761 | |
| Avg. volume 1Y: | 394.4844 | |
| Volatility 1M: | 116.23% | |
| Volatility 6M: | 191.18% | |
| Volatility 1Y: | 163.40% | |
| Volatility 3Y: | - |
