UC WAR. CALL 01/26 WMT/ DE000HD29187 /
| 7/25/2024 9:41:16 PM | Chg.-0.100 | Bid9:57:07 PM | Ask9:57:07 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.660EUR | -1.74% | - Bid Size: 12,000 |
- Ask Size: 12,000 |
Walmart Inc | 53.3333 USD | 1/14/2026 | Call |
Master data
| WKN: | HD2918 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 53.33 USD |
| Maturity: | 1/14/2026 |
| Issue date: | 1/29/2024 |
| Last trading day: | 1/13/2026 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.38 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.59 |
|---|---|
| Intrinsic value: | 4.78 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 4.78 |
| Time value: | 1.01 |
| Break-even: | 68.51 |
| Moneyness: | 1.32 |
| Premium: | 0.05 |
| Premium p.a.: | 0.03 |
| Spread abs.: | 0.03 |
| Spread %: | 0.52% |
| Delta: | 0.91 |
| Theta: | -0.01 |
| Omega: | 3.08 |
| Rho: | 0.59 |
Quote data
| Open: | 5.760 |
|---|---|
| High: | 5.760 |
| Low: | 5.660 |
| Previous Close: | 5.760 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -2.92% | ||
|---|---|---|---|
| 1 Month | +10.76% | ||
| 3 Months | +57.66% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.880 | 5.740 |
|---|---|---|
| 1M High / 1M Low: | 5.880 | 5.110 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.790 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.528 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 35.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
