UC WAR. CALL 01/25 WMT/ DE000HD3TRD9 /
| 04/10/2024 21:40:46 | Chg.+0.0400 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4700EUR | +9.30% | 0.4600 Bid Size: 60,000 |
0.4700 Ask Size: 60,000 |
Walmart Inc | 80.00 USD | 15/01/2025 | Call |
Master data
| WKN: | HD3TRD |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 USD |
| Maturity: | 15/01/2025 |
| Issue date: | 18/03/2024 |
| Last trading day: | 14/01/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 15.69 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.34 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.09 |
| Time value: | 0.38 |
| Break-even: | 77.59 |
| Moneyness: | 1.01 |
| Premium: | 0.05 |
| Premium p.a.: | 0.20 |
| Spread abs.: | 0.01 |
| Spread %: | 2.17% |
| Delta: | 0.59 |
| Theta: | -0.02 |
| Omega: | 9.23 |
| Rho: | 0.11 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4700 |
| Low: | 0.4400 |
| Previous Close: | 0.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +20.51% | ||
|---|---|---|---|
| 1 Month | +80.77% | ||
| 3 Months | +327.27% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.4800 | 0.2600 |
| 6M High / 6M Low: | 0.4800 | 0.0250 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4460 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3823 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1404 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.58% | |
| Volatility 6M: | 212.47% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
