Based on your description, You could have a pimple like structure on any hairy area-caused due to infection of the hair follicle, called a furuncle
. This is common in hairy areas of the body. And also Like you said it could also be a wart
. Also it could be any other skin infection
I would advise you to consult a dermatologist
and get it checked out so that they can examine you and find out the exact nature of the 'bump'.