UC WAR. CALL 06/25 WMT/ DE000HD0NVF5 /
| 2024-06-21 9:41:59 PM | Chg.+0.0600 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7500EUR | +2.23% | 2.7000 Bid Size: 15,000 |
2.7100 Ask Size: 15,000 |
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: | 7.01 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.33 |
|---|---|
| Intrinsic value: | 1.31 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 1.31 |
| Time value: | 1.41 |
| Break-even: | 68.22 |
| Moneyness: | 1.07 |
| Premium: | 0.07 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.37% |
| Delta: | 0.73 |
| Theta: | -0.01 |
| Omega: | 5.09 |
| Rho: | 0.37 |
Quote data
| Open: | 2.7100 |
|---|---|
| High: | 2.7900 |
| Low: | 2.7100 |
| Previous Close: | 2.6900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +10.44% | ||
|---|---|---|---|
| 1 Month | +29.72% | ||
| 3 Months | +65.66% | ||
| YTD | +350.82% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.6900 | 2.4900 |
|---|---|---|
| 1M High / 1M Low: | 2.6900 | 2.0900 |
| 6M High / 6M Low: | 2.6900 | 0.5300 |
| High (YTD): | 2024-06-20 | 2.6900 |
| Low (YTD): | 2024-01-05 | 0.5600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.6040 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.3491 | |
| Avg. volume 1M: | 10.1304 | |
| Avg. price 6M: | 1.3967 | |
| Avg. volume 6M: | 7.4640 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 76.31% | |
| Volatility 6M: | 115.21% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
