UC WAR. CALL 01/26 NFC/ DE000HD6HCY5 /
7/12/2024 9:40:11 PM | Chg.-0.0600 | Bid9:57:28 PM | Ask9:57:28 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.2900EUR | -2.55% | 2.1300 Bid Size: 4,000 |
2.7200 Ask Size: 4,000 |
NETFLIX INC. DL... | 1,150.00 - | 1/14/2026 | Call |
Master data
WKN: | HD6HCY |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,150.00 - |
Maturity: | 1/14/2026 |
Issue date: | 6/21/2024 |
Last trading day: | 1/13/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.83 |
Leverage: | Yes |
Calculated values
Fair value: | 0.73 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.31 |
Parity: | -55.62 |
Time value: | 2.72 |
Break-even: | 1,177.20 |
Moneyness: | 0.52 |
Premium: | 0.98 |
Premium p.a.: | 0.57 |
Spread abs.: | 0.59 |
Spread %: | 27.70% |
Delta: | 0.19 |
Theta: | -0.09 |
Omega: | 4.24 |
Rho: | 1.33 |
Quote data
Open: | 2.3500 |
---|---|
High: | 2.3500 |
Low: | 2.2900 |
Previous Close: | 2.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -28.44% | ||
---|---|---|---|
1 Month | - | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0700 | 2.2900 |
---|---|---|
1M High / 1M Low: | - | - |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.7240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | - | |
Avg. volume 1M: | - | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | - | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |