UC WAR. CALL 06/26 NFC/ DE000HD4QT41 /
16/08/2024 17:40:05 | Chg.+0.1300 | Bid18:04:55 | Ask18:04:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.1500EUR | +4.30% | 3.1600 Bid Size: 10,000 |
3.4200 Ask Size: 10,000 |
NETFLIX INC. DL... | 1,150.00 - | 17/06/2026 | Call |
Master data
WKN: | HD4QT4 |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | NETFLIX INC. DL-,001 |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,150.00 - |
Maturity: | 17/06/2026 |
Issue date: | 16/04/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 19.01 |
Leverage: | Yes |
Calculated values
Fair value: | 1.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.29 |
Parity: | -54.56 |
Time value: | 3.18 |
Break-even: | 1,181.80 |
Moneyness: | 0.53 |
Premium: | 0.96 |
Premium p.a.: | 0.44 |
Spread abs.: | 0.25 |
Spread %: | 8.53% |
Delta: | 0.22 |
Theta: | -0.08 |
Omega: | 4.09 |
Rho: | 1.81 |
Quote data
Open: | 2.1800 |
---|---|
High: | 3.1500 |
Low: | 2.1800 |
Previous Close: | 3.0200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +25.50% | ||
---|---|---|---|
1 Month | -13.22% | ||
3 Months | -4.55% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.0200 | 2.4400 |
---|---|---|
1M High / 1M Low: | 3.6300 | 2.0800 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.8057 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 91.26% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |