UC WAR. CALL 12/24 WMT/ DE000HC49QW3 /
2024-06-21 9:42:17 PM | Chg.+0.0800 | Bid9:59:44 PM | Ask9:59:44 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.7200EUR | +2.20% | 3.6500 Bid Size: 12,000 |
3.6700 Ask Size: 12,000 |
Walmart Inc | 56.6667 USD | 2024-12-18 | Call |
Master data
WKN: | HC49QW |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 56.67 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: | 5.18 |
Leverage: | Yes |
Calculated values
Fair value: | 3.48 |
---|---|
Intrinsic value: | 3.18 |
Implied volatility: | 0.26 |
Historic volatility: | 0.15 |
Parity: | 3.18 |
Time value: | 0.50 |
Break-even: | 65.20 |
Moneyness: | 1.20 |
Premium: | 0.03 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.02 |
Spread %: | 0.55% |
Delta: | 0.88 |
Theta: | -0.01 |
Omega: | 4.56 |
Rho: | 0.22 |
Quote data
Open: | 3.6500 |
---|---|
High: | 3.7400 |
Low: | 3.6500 |
Previous Close: | 3.6400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.41% | ||
---|---|---|---|
1 Month | +24.00% | ||
3 Months | +73.83% | ||
YTD | +337.65% | ||
1 Year | +232.14% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.7200 | 3.4900 |
---|---|---|
1M High / 1M Low: | 3.7200 | 2.8700 |
6M High / 6M Low: | 3.7200 | 0.7900 |
High (YTD): | 2024-06-21 | 3.7200 |
Low (YTD): | 2024-01-05 | 0.7900 |
52W High: | 2024-06-21 | 3.7200 |
52W Low: | 2023-12-12 | 0.6600 |
Avg. price 1W: | 3.5940 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2317 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9409 | |
Avg. volume 6M: | 7.3920 | |
Avg. price 1Y: | 1.5569 | |
Avg. volume 1Y: | 3.9219 | |
Volatility 1M: | 67.64% | |
Volatility 6M: | 114.01% | |
Volatility 1Y: | 106.64% | |
Volatility 3Y: | - |