UC WAR. CALL 03/25 NFC/ DE000HD406J9 /
| 2024-06-27 3:40:36 PM | Chg.+0.0700 | Bid5:39:05 PM | Ask5:39:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | +4.79% | 1.4900 Bid Size: 8,000 |
1.5700 Ask Size: 8,000 |
NETFLIX INC. DL... | 1,000.00 - | 2025-03-19 | Call |
Master data
| WKN: | HD406J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NETFLIX INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,000.00 - |
| Maturity: | 2025-03-19 |
| Issue date: | 2024-03-21 |
| Last trading day: | 2025-03-18 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 42.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.52 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.42 |
| Historic volatility: | 0.32 |
| Parity: | -36.55 |
| Time value: | 1.51 |
| Break-even: | 1,015.10 |
| Moneyness: | 0.63 |
| Premium: | 0.60 |
| Premium p.a.: | 0.91 |
| Spread abs.: | 0.08 |
| Spread %: | 5.59% |
| Delta: | 0.15 |
| Theta: | -0.11 |
| Omega: | 6.33 |
| Rho: | 0.58 |
Quote data
| Open: | 1.4600 |
|---|---|
| High: | 1.5300 |
| Low: | 1.4600 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | +29.66% | ||
| 3 Months | +2.68% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6000 | 1.3300 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 0.9300 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2648 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 165.79% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
