UC WAR. CALL 01/26 WMT/ DE000HD29187 /
2024-09-23 9:41:18 PM | Chg.+0.310 | Bid9:59:30 PM | Ask9:59:30 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.820EUR | +4.13% | 7.860 Bid Size: 10,000 |
7.890 Ask Size: 10,000 |
Walmart Inc | 53.3333 USD | 2026-01-14 | Call |
Master data
WKN: | HD2918 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 53.33 USD |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 2.80 |
Leverage: | Yes |
Calculated values
Fair value: | 7.55 |
---|---|
Intrinsic value: | 6.92 |
Implied volatility: | 0.20 |
Historic volatility: | 0.16 |
Parity: | 6.92 |
Time value: | 0.66 |
Break-even: | 73.06 |
Moneyness: | 1.48 |
Premium: | 0.03 |
Premium p.a.: | 0.02 |
Spread abs.: | 0.03 |
Spread %: | 0.40% |
Delta: | 0.98 |
Theta: | 0.00 |
Omega: | 2.75 |
Rho: | 0.58 |
Quote data
Open: | 7.450 |
---|---|
High: | 7.840 |
Low: | 7.450 |
Previous Close: | 7.510 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.26% | ||
---|---|---|---|
1 Month | +16.37% | ||
3 Months | +45.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 7.920 | 7.300 |
---|---|---|
1M High / 1M Low: | 7.970 | 6.720 |
6M High / 6M Low: | 7.970 | 3.320 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 7.540 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 7.276 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 5.114 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 40.93% | |
Volatility 6M: | 71.37% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |