UC WAR. CALL 12/24 WMT/ DE000HC4XBT0 /
| 2024-06-21 9:41:50 PM | Chg.+0.0900 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.5800EUR | +2.00% | 4.5100 Bid Size: 12,000 |
4.5300 Ask Size: 12,000 |
Walmart Inc | 53.3333 USD | 2024-12-18 | Call |
Master data
| WKN: | HC4XBT |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-03-10 |
| Last trading day: | 2024-12-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.38 |
|---|---|
| Intrinsic value: | 4.11 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.15 |
| Parity: | 4.11 |
| Time value: | 0.39 |
| Break-even: | 64.82 |
| Moneyness: | 1.28 |
| Premium: | 0.02 |
| Premium p.a.: | 0.04 |
| Spread abs.: | -0.02 |
| Spread %: | -0.44% |
| Delta: | 0.93 |
| Theta: | -0.01 |
| Omega: | 3.93 |
| Rho: | 0.22 |
Quote data
| Open: | 4.5100 |
|---|---|
| High: | 4.6000 |
| Low: | 4.5100 |
| Previous Close: | 4.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.02% | ||
|---|---|---|---|
| 1 Month | +23.45% | ||
| 3 Months | +53.18% | ||
| YTD | +257.81% | ||
| 1 Year | +205.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4900 | 4.2400 |
|---|---|---|
| 1M High / 1M Low: | 4.4900 | 3.6600 |
| 6M High / 6M Low: | 4.4900 | 1.1500 |
| High (YTD): | 2024-06-20 | 4.4900 |
| Low (YTD): | 2024-01-05 | 1.2100 |
| 52W High: | 2024-06-20 | 4.4900 |
| 52W Low: | 2023-12-12 | 1.0200 |
| Avg. price 1W: | 4.3800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0257 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.5734 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.1098 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 55.62% | |
| Volatility 6M: | 92.55% | |
| Volatility 1Y: | 89.25% | |
| Volatility 3Y: | - |
