UC WAR. CALL 12/24 WMT/ DE000HC82V39 /
2024-06-21 9:40:54 PM | Chg.+0.0400 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0100EUR | +4.12% | 0.9700 Bid Size: 20,000 |
0.9800 Ask Size: 20,000 |
Walmart Inc | 70.00 USD | 2024-12-18 | Call |
Master data
WKN: | HC82V3 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 USD |
Maturity: | 2024-12-18 |
Issue date: | 2023-07-17 |
Last trading day: | 2024-12-17 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.25 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.20 |
Historic volatility: | 0.15 |
Parity: | -0.56 |
Time value: | 0.99 |
Break-even: | 68.68 |
Moneyness: | 0.97 |
Premium: | 0.08 |
Premium p.a.: | 0.17 |
Spread abs.: | 0.01 |
Spread %: | 1.02% |
Delta: | 0.50 |
Theta: | -0.01 |
Omega: | 9.58 |
Rho: | 0.14 |
Quote data
Open: | 0.9800 |
---|---|
High: | 1.0300 |
Low: | 0.9800 |
Previous Close: | 0.9700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.69% | ||
---|---|---|---|
1 Month | +57.81% | ||
3 Months | +114.89% | ||
YTD | +741.67% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9700 | 0.8300 |
---|---|---|
1M High / 1M Low: | 0.9700 | 0.6100 |
6M High / 6M Low: | 0.9700 | 0.1100 |
High (YTD): | 2024-06-20 | 0.9700 |
Low (YTD): | 2024-01-09 | 0.1200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.9060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7543 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3743 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 140.53% | |
Volatility 6M: | 205.73% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |