UC WAR. CALL 06/26 NFC/ DE000HD4LE50 /
02/09/2024 19:40:23 | Chg.-0.2900 | Bid02/09/2024 | Ask02/09/2024 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
4.4500EUR | -6.12% | - Bid Size: 8,000 |
- Ask Size: 8,000 |
NETFLIX INC. DL... | 1,050.00 - | 17/06/2026 | Call |
Master data
WKN: | HD4LE5 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,050.00 - |
Maturity: | 17/06/2026 |
Issue date: | 12/04/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.38 |
Leverage: | Yes |
Calculated values
Fair value: | 1.90 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.29 |
Parity: | -41.50 |
Time value: | 5.13 |
Break-even: | 1,101.30 |
Moneyness: | 0.60 |
Premium: | 0.73 |
Premium p.a.: | 0.36 |
Spread abs.: | 0.27 |
Spread %: | 5.56% |
Delta: | 0.30 |
Theta: | -0.11 |
Omega: | 3.72 |
Rho: | 2.50 |
Quote data
Open: | 3.9800 |
---|---|
High: | 4.4500 |
Low: | 3.9800 |
Previous Close: | 4.7400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -0.67% | ||
---|---|---|---|
1 Month | +37.35% | ||
3 Months | -7.10% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.9500 | 4.4800 |
---|---|---|
1M High / 1M Low: | 4.9500 | 2.8400 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.6960 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 4.0805 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 96.77% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |