UC WAR. CALL 01/25 WMT/ DE000HD0U312 /
| 2024-09-23 11:40:53 AM | Chg.+0.0600 | Bid12:24:47 PM | Ask12:24:47 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.9500EUR | +2.08% | 2.9400 Bid Size: 6,000 |
2.9700 Ask Size: 6,000 |
Walmart Inc | 70.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HD0U31 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-11-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.30 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.69 |
|---|---|
| Intrinsic value: | 2.44 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.16 |
| Parity: | 2.44 |
| Time value: | 0.47 |
| Break-even: | 72.43 |
| Moneyness: | 1.13 |
| Premium: | 0.02 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.34% |
| Delta: | 0.84 |
| Theta: | -0.02 |
| Omega: | 6.13 |
| Rho: | 0.16 |
Quote data
| Open: | 2.8900 |
|---|---|
| High: | 2.9500 |
| Low: | 2.8900 |
| Previous Close: | 2.8900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.61% | ||
|---|---|---|---|
| 1 Month | +35.94% | ||
| 3 Months | +168.18% | ||
| YTD | +2007.14% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.3000 | 2.7000 |
|---|---|---|
| 1M High / 1M Low: | 3.3000 | 2.1700 |
| 6M High / 6M Low: | 3.3000 | 0.3100 |
| High (YTD): | 2024-09-16 | 3.3000 |
| Low (YTD): | 2024-01-09 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.9280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.6557 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1606 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 100.69% | |
| Volatility 6M: | 214.58% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
