UC WAR. CALL 01/26 WMT/ DE000HD291B2 /
| 11/7/2024 9:42:35 PM | Chg.+0.2000 | Bid9:59:54 PM | Ask9:59:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.5600EUR | +5.95% | 3.4800 Bid Size: 15,000 |
3.5100 Ask Size: 15,000 |
Walmart Inc | 80.00 USD | 1/14/2026 | Call |
Master data
| WKN: | HD291B |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 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: | 6.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.70 |
|---|---|
| Intrinsic value: | 0.96 |
| Implied volatility: | 0.25 |
| Historic volatility: | 0.17 |
| Parity: | 0.96 |
| Time value: | 2.46 |
| Break-even: | 85.94 |
| Moneyness: | 1.04 |
| Premium: | 0.11 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.03 |
| Spread %: | 0.89% |
| Delta: | 0.66 |
| Theta: | -0.01 |
| Omega: | 4.53 |
| Rho: | 0.48 |
Quote data
| Open: | 3.3300 |
|---|---|
| High: | 3.5600 |
| Low: | 3.3300 |
| Previous Close: | 3.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.66% | ||
|---|---|---|---|
| 1 Month | +34.34% | ||
| 3 Months | +256.00% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.4200 | 3.1600 |
|---|---|---|
| 1M High / 1M Low: | 3.4200 | 2.6300 |
| 6M High / 6M Low: | 3.4200 | 0.4700 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.2860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.0374 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.7456 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 56.04% | |
| Volatility 6M: | 137.24% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
