UC WAR. CALL 01/26 WMT/ DE000HD291B2 /
2024-08-30 11:41:49 AM | Chg.-0.0300 | Bid12:45:12 PM | Ask12:45:12 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.9800EUR | -1.49% | 1.9900 Bid Size: 12,000 |
2.1100 Ask Size: 12,000 |
Walmart Inc | 80.00 USD | 2026-01-14 | Call |
Master data
WKN: | HD291B |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 USD |
Maturity: | 2026-01-14 |
Issue date: | 2024-01-29 |
Last trading day: | 2026-01-13 |
Ratio: | 3.33:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.09 |
Leverage: | Yes |
Calculated values
Fair value: | 1.60 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.16 |
Parity: | -0.97 |
Time value: | 2.05 |
Break-even: | 79.03 |
Moneyness: | 0.96 |
Premium: | 0.15 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 1.49% |
Delta: | 0.55 |
Theta: | -0.01 |
Omega: | 5.60 |
Rho: | 0.43 |
Quote data
Open: | 1.9400 |
---|---|
High: | 1.9800 |
Low: | 1.9400 |
Previous Close: | 2.0100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +5.88% | ||
---|---|---|---|
1 Month | +62.30% | ||
3 Months | +127.59% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.0100 | 1.8700 |
---|---|---|
1M High / 1M Low: | 2.0100 | 1.0000 |
6M High / 6M Low: | 2.0100 | 0.3800 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.9500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.4470 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9380 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 178.06% | |
Volatility 6M: | 144.58% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |