UC WAR. CALL 09/24 WMT/ DE000HD0NVE8 /
| 2024-05-20 3:40:36 PM | Chg.-0.0100 | Bid5:02:38 PM | Ask5:02:38 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.5500EUR | -0.39% | 2.5200 Bid Size: 14,000 |
2.5300 Ask Size: 14,000 |
Walmart Inc | 56.6667 USD | 2024-09-18 | Call |
Master data
| WKN: | HD0NVE |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Walmart Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 56.67 USD |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-11-13 |
| Last trading day: | 2024-09-17 |
| Ratio: | 3.33:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 7.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.43 |
|---|---|
| Intrinsic value: | 2.20 |
| Implied volatility: | 0.23 |
| Historic volatility: | 0.15 |
| Parity: | 2.20 |
| Time value: | 0.35 |
| Break-even: | 60.62 |
| Moneyness: | 1.14 |
| Premium: | 0.02 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.39% |
| Delta: | 0.88 |
| Theta: | -0.01 |
| Omega: | 6.14 |
| Rho: | 0.14 |
Quote data
| Open: | 2.5600 |
|---|---|
| High: | 2.5600 |
| Low: | 2.5500 |
| Previous Close: | 2.5600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +57.41% | ||
|---|---|---|---|
| 1 Month | +70.00% | ||
| 3 Months | +79.58% | ||
| YTD | +304.76% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.5600 | 1.3900 |
|---|---|---|
| 1M High / 1M Low: | 2.5600 | 1.3500 |
| 6M High / 6M Low: | 2.5600 | 0.4700 |
| High (YTD): | 2024-05-17 | 2.5600 |
| Low (YTD): | 2024-01-05 | 0.5800 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.8880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.6358 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1821 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 298.95% | |
| Volatility 6M: | 147.06% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
