UC WAR. CALL 09/24 WMT/ DE000HC9M162 /
| 2024-05-20 11:42:24 AM | Chg.-0.0400 | Bid12:00:08 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.3600EUR | -1.18% | 3.3800 Bid Size: 8,000 |
- Ask Size: - |
Walmart Inc | 53.3333 USD | 2024-09-18 | Call |
Master data
| WKN: | HC9M16 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 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: | 5.32 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.31 |
|---|---|
| Intrinsic value: | 3.12 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 3.12 |
| Time value: | 0.23 |
| Break-even: | 60.22 |
| Moneyness: | 1.21 |
| Premium: | 0.01 |
| Premium p.a.: | 0.04 |
| Spread abs.: | -0.04 |
| Spread %: | -1.18% |
| Delta: | 0.96 |
| Theta: | -0.01 |
| Omega: | 5.09 |
| Rho: | 0.15 |
Quote data
| Open: | 3.3500 |
|---|---|
| High: | 3.3700 |
| Low: | 3.3500 |
| Previous Close: | 3.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +41.77% | ||
|---|---|---|---|
| 1 Month | +52.73% | ||
| 3 Months | +60.77% | ||
| YTD | +223.08% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4000 | 2.1100 |
|---|---|---|
| 1M High / 1M Low: | 3.4000 | 2.0500 |
| 6M High / 6M Low: | 3.4000 | 0.7900 |
| High (YTD): | 2024-05-17 | 3.4000 |
| Low (YTD): | 2024-01-05 | 0.9600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6720 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3821 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7690 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 224.05% | |
| Volatility 6M: | 115.59% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
