UC WAR. CALL 12/25 NFC/ DE000HD389J7 /
| 2024-09-02 8:02:41 AM | Chg.-0.7900 | Bid2024-09-02 | Ask2024-09-02 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8400EUR | -48.47% | 0.8400 Bid Size: 4,000 |
2.7000 Ask Size: 4,000 |
NETFLIX INC. DL... | 1,200.00 - | 2025-12-17 | Call |
Master data
| WKN: | HD389J |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | NETFLIX INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 1,200.00 - |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-02-29 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 32.56 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.29 |
| Parity: | -56.51 |
| Time value: | 1.95 |
| Break-even: | 1,219.50 |
| Moneyness: | 0.53 |
| Premium: | 0.92 |
| Premium p.a.: | 0.65 |
| Spread abs.: | 0.27 |
| Spread %: | 16.07% |
| Delta: | 0.15 |
| Theta: | -0.08 |
| Omega: | 4.98 |
| Rho: | 1.01 |
Quote data
| Open: | 0.8400 |
|---|---|
| High: | 0.8400 |
| Low: | 0.8400 |
| Previous Close: | 1.6300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -43.62% | ||
|---|---|---|---|
| 1 Month | -14.29% | ||
| 3 Months | -54.35% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6900 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 1.6900 | 0.8200 |
| 6M High / 6M Low: | 2.5900 | 0.8200 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.6000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3338 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.8409 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 123.03% | |
| Volatility 6M: | 116.65% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
