UC WAR. CALL 03/25 NFC/ DE000HD406J9 /
2024-09-03 9:41:33 PM | Chg.-0.0700 | Bid9:57:20 PM | Ask9:57:20 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6100EUR | -10.29% | 0.6100 Bid Size: 10,000 |
0.6800 Ask Size: 10,000 |
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: | 64.67 |
Leverage: | Yes |
Calculated values
Fair value: | 0.12 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.29 |
Parity: | -36.63 |
Time value: | 0.98 |
Break-even: | 1,009.80 |
Moneyness: | 0.63 |
Premium: | 0.59 |
Premium p.a.: | 1.37 |
Spread abs.: | 0.30 |
Spread %: | 44.12% |
Delta: | 0.11 |
Theta: | -0.10 |
Omega: | 7.33 |
Rho: | 0.33 |
Quote data
Open: | 0.5300 |
---|---|
High: | 0.7300 |
Low: | 0.5300 |
Previous Close: | 0.6800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -31.46% | ||
---|---|---|---|
1 Month | +29.79% | ||
3 Months | -34.41% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8900 | 0.6800 |
---|---|---|
1M High / 1M Low: | 0.9100 | 0.3700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.7720 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.6362 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 182.74% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |