UC WAR. CALL 06/26 NFC/ DE000HD4JU47 /
7/29/2024 5:40:08 PM | Chg.-0.2600 | Bid6:10:29 PM | Ask6:10:29 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.2500EUR | -5.76% | 4.2000 Bid Size: 10,000 |
4.4000 Ask Size: 10,000 |
NETFLIX INC. DL... | 1,000.00 - | 6/17/2026 | 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: | 6/17/2026 |
Issue date: | 4/11/2024 |
Last trading day: | 6/16/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.96 |
Leverage: | Yes |
Calculated values
Fair value: | 1.81 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.30 |
Parity: | -41.82 |
Time value: | 4.49 |
Break-even: | 1,044.90 |
Moneyness: | 0.58 |
Premium: | 0.80 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.20 |
Spread %: | 4.66% |
Delta: | 0.29 |
Theta: | -0.09 |
Omega: | 3.71 |
Rho: | 2.30 |
Quote data
Open: | 3.7200 |
---|---|
High: | 4.2500 |
Low: | 3.7200 |
Previous Close: | 4.5100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -14.49% | ||
---|---|---|---|
1 Month | -35.99% | ||
3 Months | +17.08% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9700 | 4.5100 |
---|---|---|
1M High / 1M Low: | 7.0300 | 4.5100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.7100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 5.6870 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 73.03% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |