UC WAR. CALL 01/25 WMT/ DE000HD0U312 /
| 2024-07-26 1:40:22 PM | Chg.+0.0200 | Bid2:56:56 PM | Ask2:56:56 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3300EUR | +1.53% | 1.3200 Bid Size: 12,000 |
1.3400 Ask Size: 12,000 |
Walmart Inc | 70.00 USD | 2025-01-15 | Call |
Master data
| WKN: | HD0U31 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 USD |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-11-20 |
| Last trading day: | 2025-01-14 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 14.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.01 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.15 |
| Parity: | 0.01 |
| Time value: | 1.31 |
| Break-even: | 68.91 |
| Moneyness: | 1.00 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.01 |
| Spread %: | 0.76% |
| Delta: | 0.58 |
| Theta: | -0.01 |
| Omega: | 8.44 |
| Rho: | 0.16 |
Quote data
| Open: | 1.3200 |
|---|---|
| High: | 1.3300 |
| Low: | 1.3200 |
| Previous Close: | 1.3100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.90% | ||
|---|---|---|---|
| 1 Month | +19.82% | ||
| 3 Months | +232.50% | ||
| YTD | +850.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.3100 |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 0.9400 |
| 6M High / 6M Low: | 1.4600 | 0.1700 |
| High (YTD): | 2024-07-19 | 1.4600 |
| Low (YTD): | 2024-01-09 | 0.1400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3820 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2395 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6278 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 98.52% | |
| Volatility 6M: | 203.48% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
