UC WAR. CALL 06/26 NFC/ DE000HD4LE50 /
12/11/2024 21:41:53 | Chg.+0.560 | Bid21:57:42 | Ask21:57:42 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
7.370EUR | +8.22% | 7.440 Bid Size: 15,000 |
7.820 Ask Size: 15,000 |
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: | 10.55 |
Leverage: | Yes |
Calculated values
Fair value: | 3.40 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.38 |
Historic volatility: | 0.27 |
Parity: | -29.46 |
Time value: | 7.16 |
Break-even: | 1,121.60 |
Moneyness: | 0.72 |
Premium: | 0.48 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.37 |
Spread %: | 5.45% |
Delta: | 0.37 |
Theta: | -0.14 |
Omega: | 3.87 |
Rho: | 3.27 |
Quote data
Open: | 5.640 |
---|---|
High: | 7.370 |
Low: | 5.640 |
Previous Close: | 6.810 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +32.55% | ||
---|---|---|---|
1 Month | +42.83% | ||
3 Months | +120.66% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 6.810 | 5.560 |
---|---|---|
1M High / 1M Low: | 6.810 | 4.270 |
6M High / 6M Low: | 6.810 | 2.840 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 6.252 | |
Avg. volume 1W: | 0.000 | |
Avg. price 1M: | 5.553 | |
Avg. volume 1M: | 0.000 | |
Avg. price 6M: | 4.851 | |
Avg. volume 6M: | 0.000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 141.65% | |
Volatility 6M: | 93.04% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |