UC WAR. CALL 06/25 WMT/ DE000HD0NVF5 /
| 2024-09-23 9:42:11 PM | Chg.+0.310 | Bid9:59:45 PM | Ask9:59:45 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.160EUR | +6.39% | 5.200 Bid Size: 12,000 |
5.220 Ask Size: 12,000 |
Walmart Inc | 63.3333 USD | 2025-06-18 | Call |
Master data
| WKN: | HD0NVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2025-06-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.36 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.69 |
|---|---|
| Intrinsic value: | 4.23 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.16 |
| Parity: | 4.23 |
| Time value: | 0.65 |
| Break-even: | 73.02 |
| Moneyness: | 1.25 |
| Premium: | 0.03 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.01 |
| Spread %: | 0.21% |
| Delta: | 0.90 |
| Theta: | -0.01 |
| Omega: | 3.92 |
| Rho: | 0.35 |
Quote data
| Open: | 4.850 |
|---|---|
| High: | 5.190 |
| Low: | 4.850 |
| Previous Close: | 4.850 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.46% | ||
|---|---|---|---|
| 1 Month | +24.94% | ||
| 3 Months | +87.64% | ||
| YTD | +745.90% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.2900 | 4.6500 |
|---|---|---|
| 1M High / 1M Low: | 5.3000 | 4.1300 |
| 6M High / 6M Low: | 5.3000 | 1.2600 |
| High (YTD): | 2024-09-13 | 5.3000 |
| Low (YTD): | 2024-01-05 | 0.5600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.9020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.6348 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.6774 | |
| Avg. volume 6M: | 1.8346 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 61.67% | |
| Volatility 6M: | 118.77% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
