UC WAR. CALL 09/24 WMT/ DE000HD0NVE8 /
| 6/4/2024 11:41:53 AM | Chg.- | Bid1:00:23 PM | Ask6/4/2024 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.7800EUR | - | 2.7900 Bid Size: 8,000 |
- Ask Size: 6,000 |
WALMART DL-,10 | 56.6667 - | 9/18/2024 | Call |
Master data
| WKN: | HD0NVE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 - |
| Maturity: | 9/18/2024 |
| Issue date: | 11/13/2023 |
| Last trading day: | 6/4/2024 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.87 |
|---|---|
| Intrinsic value: | 1.64 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.15 |
| Parity: | 1.64 |
| Time value: | 1.20 |
| Break-even: | 66.13 |
| Moneyness: | 1.10 |
| Premium: | 0.06 |
| Premium p.a.: | 0.26 |
| Spread abs.: | -0.14 |
| Spread %: | -4.70% |
| Delta: | 0.70 |
| Theta: | -0.03 |
| Omega: | 4.60 |
| Rho: | 0.09 |
Quote data
| Open: | 2.7600 |
|---|---|
| High: | 2.7800 |
| Low: | 2.7600 |
| Previous Close: | 2.7300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +70.55% | ||
| 3 Months | +44.04% | ||
| YTD | +341.27% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 2.8200 | 1.3900 |
| 6M High / 6M Low: | 2.8200 | 0.4700 |
| High (YTD): | 5/27/2024 | 2.8200 |
| Low (YTD): | 1/5/2024 | 0.5800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 2.4182 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.4058 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 312.91% | |
| Volatility 6M: | 145.75% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
