UC WAR. CALL 06/26 NFC/ DE000HD4LEC4 /
2024-07-05 9:40:06 PM | Chg.+0.2200 | Bid9:58:37 PM | Ask9:58:37 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.6200EUR | +6.47% | 3.5000 Bid Size: 8,000 |
3.6800 Ask Size: 8,000 |
NETFLIX INC. DL... | 1,250.00 - | 2026-06-17 | Call |
Master data
WKN: | HD4LEC |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,250.00 - |
Maturity: | 2026-06-17 |
Issue date: | 2024-04-12 |
Last trading day: | 2026-06-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 17.31 |
Leverage: | Yes |
Calculated values
Fair value: | 1.39 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.41 |
Historic volatility: | 0.31 |
Parity: | -61.28 |
Time value: | 3.68 |
Break-even: | 1,286.80 |
Moneyness: | 0.51 |
Premium: | 1.02 |
Premium p.a.: | 0.43 |
Spread abs.: | 0.18 |
Spread %: | 5.14% |
Delta: | 0.22 |
Theta: | -0.09 |
Omega: | 3.88 |
Rho: | 2.06 |
Quote data
Open: | 3.4000 |
---|---|
High: | 3.6200 |
Low: | 3.4000 |
Previous Close: | 3.4000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +4.93% | ||
---|---|---|---|
1 Month | +24.40% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.6200 | 3.3200 |
---|---|---|
1M High / 1M Low: | 3.6200 | 2.8300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2859 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 66.20% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |