UC WAR. CALL 06/24 WMT/ DE000HD2FEJ5 /
| 2024-05-21 11:40:28 AM | Chg.- | Bid12:00:03 PM | Ask2024-05-21 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.7300EUR | - | 1.6900 Bid Size: 8,000 |
- Ask Size: 3,000 |
WALMART DL-,10 | 58.3333 - | 2024-06-19 | Call |
Master data
| WKN: | HD2FEJ |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | WALMART DL-,10 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 58.33 - |
| Maturity: | 2024-06-19 |
| Issue date: | 2024-02-05 |
| Last trading day: | 2024-05-21 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.35 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.66 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.74 |
| Historic volatility: | 0.15 |
| Parity: | 0.51 |
| Time value: | 1.23 |
| Break-even: | 64.13 |
| Moneyness: | 1.03 |
| Premium: | 0.07 |
| Premium p.a.: | 1.37 |
| Spread abs.: | -0.22 |
| Spread %: | -11.22% |
| Delta: | 0.60 |
| Theta: | -0.09 |
| Omega: | 6.22 |
| Rho: | 0.02 |
Quote data
| Open: | 1.6900 |
|---|---|
| High: | 1.7300 |
| Low: | 1.6900 |
| Previous Close: | 1.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +150.72% | ||
|---|---|---|---|
| 1 Month | +88.04% | ||
| 3 Months | +130.67% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.8700 | 0.6900 |
|---|---|---|
| 1M High / 1M Low: | 1.8700 | 0.6900 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.0095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 553.03% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
