UC WAR. CALL 06/25 NFC/ DE000HD4LE27 /
03/09/2024 08:01:19 | Chg.-0.2300 | Bid03/09/2024 | Ask03/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9200EUR | -20.00% | 0.9200 Bid Size: 4,000 |
1.7200 Ask Size: 4,000 |
NETFLIX INC. DL... | 1,050.00 - | 18/06/2025 | Call |
Master data
WKN: | HD4LE2 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,050.00 - |
Maturity: | 18/06/2025 |
Issue date: | 12/04/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 43.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.25 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.42 |
Historic volatility: | 0.29 |
Parity: | -41.50 |
Time value: | 1.45 |
Break-even: | 1,064.50 |
Moneyness: | 0.60 |
Premium: | 0.68 |
Premium p.a.: | 0.92 |
Spread abs.: | 0.11 |
Spread %: | 8.21% |
Delta: | 0.14 |
Theta: | -0.10 |
Omega: | 6.13 |
Rho: | 0.59 |
Quote data
Open: | 0.9200 |
---|---|
High: | 0.9200 |
Low: | 0.9200 |
Previous Close: | 1.1500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -35.66% | ||
---|---|---|---|
1 Month | +29.58% | ||
3 Months | -29.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4300 | 1.1500 |
---|---|---|
1M High / 1M Low: | 1.4300 | 0.6100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2800 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.0448 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 156.67% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |