UC WAR. CALL 01/26 NFC/ DE000HD2TE88 /
9/3/2024 11:42:09 AM | Chg.-0.0800 | Bid9/3/2024 | Ask9/3/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.5200EUR | -2.22% | 3.5100 Bid Size: 4,000 |
4.5700 Ask Size: 4,000 |
NETFLIX INC. DL... | 1,000.00 - | 1/14/2026 | Call |
Master data
WKN: | HD2TE8 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,000.00 - |
Maturity: | 1/14/2026 |
Issue date: | 2/20/2024 |
Last trading day: | 1/13/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.57 |
Leverage: | Yes |
Calculated values
Fair value: | 1.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.44 |
Historic volatility: | 0.29 |
Parity: | -36.63 |
Time value: | 4.67 |
Break-even: | 1,046.70 |
Moneyness: | 0.63 |
Premium: | 0.65 |
Premium p.a.: | 0.44 |
Spread abs.: | 1.07 |
Spread %: | 29.72% |
Delta: | 0.29 |
Theta: | -0.13 |
Omega: | 3.98 |
Rho: | 1.90 |
Quote data
Open: | 3.1100 |
---|---|
High: | 3.5200 |
Low: | 3.1100 |
Previous Close: | 3.6000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -13.94% | ||
---|---|---|---|
1 Month | +41.37% | ||
3 Months | -3.03% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0900 | 3.6000 |
---|---|---|
1M High / 1M Low: | 4.0900 | 2.1400 |
6M High / 6M Low: | 5.1900 | 2.1400 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.8460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.3210 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 3.7940 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 100.90% | |
Volatility 6M: | 108.99% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |