UC WAR. CALL 09/24 WMT/ DE000HC9M188 /
| 2024-05-31 9:41:04 PM | Chg.+0.0300 | Bid9:59:58 PM | Ask9:59:58 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1100EUR | +2.78% | 1.2300 Bid Size: 15,000 |
1.2400 Ask Size: 15,000 |
Walmart Inc | 63.3333 USD | 2024-09-18 | Call |
Master data
| WKN: | HC9M18 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 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: | 14.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 0.67 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.15 |
| Parity: | 0.67 |
| Time value: | 0.60 |
| Break-even: | 62.61 |
| Moneyness: | 1.04 |
| Premium: | 0.03 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.01 |
| Spread %: | 0.79% |
| Delta: | 0.69 |
| Theta: | -0.01 |
| Omega: | 9.94 |
| Rho: | 0.11 |
Quote data
| Open: | 1.0800 |
|---|---|
| High: | 1.1100 |
| Low: | 0.9600 |
| Previous Close: | 1.0800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.13% | ||
|---|---|---|---|
| 1 Month | +117.65% | ||
| 3 Months | +141.30% | ||
| YTD | +455.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.2800 | 1.0800 |
|---|---|---|
| 1M High / 1M Low: | 1.2800 | 0.4400 |
| 6M High / 6M Low: | 1.2800 | 0.1600 |
| High (YTD): | 2024-05-27 | 1.2800 |
| Low (YTD): | 2024-01-05 | 0.1800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.1380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4922 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 470.40% | |
| Volatility 6M: | 232.46% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
