UC WAR. CALL 06/25 WMT/ DE000HD0NVF5 /
| 2024-07-26 1:42:04 PM | Chg.+0.0300 | Bid2:51:13 PM | Ask2:51:13 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.0800EUR | +0.98% | 3.0700 Bid Size: 8,000 |
3.0900 Ask Size: 8,000 |
Walmart Inc | 63.3333 USD | 2025-06-18 | Call |
Master data
| WKN: | HD0NVF |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 63.33 USD |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2025-06-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.66 |
|---|---|
| Intrinsic value: | 1.85 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 1.85 |
| Time value: | 1.20 |
| Break-even: | 68.53 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.01 |
| Spread %: | 0.33% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 4.85 |
| Rho: | 0.35 |
Quote data
| Open: | 3.0700 |
|---|---|
| High: | 3.0800 |
| Low: | 3.0700 |
| Previous Close: | 3.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -4.94% | ||
|---|---|---|---|
| 1 Month | +10.39% | ||
| 3 Months | +110.96% | ||
| YTD | +404.92% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.2400 | 3.0500 |
|---|---|---|
| 1M High / 1M Low: | 3.2400 | 2.5600 |
| 6M High / 6M Low: | 3.2400 | 0.7600 |
| High (YTD): | 2024-07-19 | 3.2400 |
| Low (YTD): | 2024-01-05 | 0.5600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 3.1480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.9500 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8298 | |
| Avg. volume 6M: | 7.3465 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 54.41% | |
| Volatility 6M: | 110.64% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
