UC WAR. CALL 06/26 NFC/ DE000HD4JU47 /
2024-09-02 1:41:03 PM | Chg.-0.480 | Bid2:01:14 PM | Ask2:01:14 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
5.040EUR | -8.70% | 4.110 Bid Size: 4,000 |
7.300 Ask Size: 4,000 |
NETFLIX INC. DL... | 1,000.00 - | 2026-06-17 | Call |
Master data
WKN: | HD4JU4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,000.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-04-11 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 10.71 |
Leverage: | Yes |
Calculated values
Fair value: | 2.38 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.29 |
Parity: | -36.50 |
Time value: | 5.93 |
Break-even: | 1,059.30 |
Moneyness: | 0.64 |
Premium: | 0.67 |
Premium p.a.: | 0.33 |
Spread abs.: | 0.27 |
Spread %: | 4.77% |
Delta: | 0.33 |
Theta: | -0.11 |
Omega: | 3.58 |
Rho: | 2.74 |
Quote data
Open: | 4.770 |
---|---|
High: | 5.040 |
Low: | 4.770 |
Previous Close: | 5.520 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -3.63% | ||
---|---|---|---|
1 Month | +32.28% | ||
3 Months | -8.36% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 5.760 | 5.230 |
---|---|---|
1M High / 1M Low: | 5.760 | 3.370 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 5.468 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 4.767 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 93.42% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |