UC WAR. CALL 01/26 WMT/ DE000HD442C9 /
| 2024-09-20 11:40:34 AM | Chg.-0.0300 | Bid12:00:13 PM | Ask12:00:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3700EUR | -7.50% | 0.3700 Bid Size: 50,000 |
0.4100 Ask Size: 50,000 |
WALMART DL-,10 | 90.00 - | 2026-01-14 | Call |
Master data
| WKN: | HD442C |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 - |
| Maturity: | 2026-01-14 |
| Issue date: | 2024-03-25 |
| Last trading day: | 2026-01-13 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 17.48 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.10 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.16 |
| Parity: | -2.01 |
| Time value: | 0.40 |
| Break-even: | 94.00 |
| Moneyness: | 0.78 |
| Premium: | 0.34 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.01 |
| Spread %: | 2.56% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 5.56 |
| Rho: | 0.24 |
Quote data
| Open: | 0.3500 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3500 |
| Previous Close: | 0.4000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -24.49% | ||
|---|---|---|---|
| 1 Month | +27.59% | ||
| 3 Months | +105.56% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4900 | 0.4000 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.2900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3835 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 93.54% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
