UC WAR. CALL 01/26 WMT/ DE000HD29195 /
| 30/08/2024 11:40:49 | Chg.0.0000 | Bid12:50:08 | Ask12:50:08 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.1000EUR | 0.00% | 4.1100 Bid Size: 8,000 |
4.2300 Ask Size: 8,000 |
Walmart Inc | 66.6667 USD | 14/01/2026 | Call |
Master data
| WKN: | HD2919 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 66.67 USD |
| Maturity: | 14/01/2026 |
| Issue date: | 29/01/2024 |
| Last trading day: | 13/01/2026 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 3.82 |
|---|---|
| Intrinsic value: | 2.64 |
| Implied volatility: | 0.22 |
| Historic volatility: | 0.16 |
| Parity: | 2.64 |
| Time value: | 1.53 |
| Break-even: | 74.07 |
| Moneyness: | 1.15 |
| Premium: | 0.07 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.03 |
| Spread %: | 0.72% |
| Delta: | 0.80 |
| Theta: | -0.01 |
| Omega: | 3.99 |
| Rho: | 0.57 |
Quote data
| Open: | 4.0700 |
|---|---|
| High: | 4.1000 |
| Low: | 4.0700 |
| Previous Close: | 4.1000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.59% | ||
|---|---|---|---|
| 1 Month | +44.88% | ||
| 3 Months | +84.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.1000 | 3.9200 |
|---|---|---|
| 1M High / 1M Low: | 4.1000 | 2.4300 |
| 6M High / 6M Low: | 4.1000 | 1.2600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.0260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.2157 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.3069 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 136.28% | |
| Volatility 6M: | 106.12% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
