UC WAR. CALL 01/26 WMT/ DE000HD291A4 /
2024-07-25 9:42:13 PM | Chg.-0.0700 | Bid9:56:35 PM | Ask9:56:35 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1100EUR | -3.21% | - Bid Size: 20,000 |
- Ask Size: 20,000 |
Walmart Inc | 73.3333 USD | 2026-01-14 | Call |
Master data
WKN: | HD291A |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Walmart Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 73.33 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: | 8.92 |
Leverage: | Yes |
Calculated values
Fair value: | 1.59 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.15 |
Parity: | -0.76 |
Time value: | 2.19 |
Break-even: | 74.96 |
Moneyness: | 0.96 |
Premium: | 0.15 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 1.39% |
Delta: | 0.58 |
Theta: | -0.01 |
Omega: | 5.14 |
Rho: | 0.44 |
Quote data
Open: | 2.1800 |
---|---|
High: | 2.1800 |
Low: | 2.1100 |
Previous Close: | 2.1800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -5.80% | ||
---|---|---|---|
1 Month | +24.12% | ||
3 Months | +122.11% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.2400 | 2.1500 |
---|---|---|
1M High / 1M Low: | 2.2400 | 1.7000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.1980 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.9973 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 61.85% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |