UC WAR. CALL 03/25 NFC/ DE000HD406J9 /
2024-08-30 9:42:11 PM | Chg.-0.0200 | Bid9:59:34 PM | Ask9:59:34 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.7700EUR | -2.53% | 0.8100 Bid Size: 8,000 |
0.8900 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: | 71.33 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.29 |
Parity: | -36.51 |
Time value: | 0.89 |
Break-even: | 1,008.90 |
Moneyness: | 0.63 |
Premium: | 0.59 |
Premium p.a.: | 1.33 |
Spread abs.: | 0.08 |
Spread %: | 9.88% |
Delta: | 0.11 |
Theta: | -0.10 |
Omega: | 7.60 |
Rho: | 0.32 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.7700 |
Low: | 0.5300 |
Previous Close: | 0.7900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -1.28% | ||
---|---|---|---|
1 Month | +60.42% | ||
3 Months | -24.51% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.7300 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7820 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6195 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 191.94% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |