UC WAR. CALL 12/25 NFC/ DE000HD5V2J0 /
2024-11-08 9:40:04 PM | Chg.-0.1000 | Bid9:59:08 PM | Ask9:59:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.2600EUR | -2.98% | 3.3000 Bid Size: 15,000 |
3.5100 Ask Size: 15,000 |
Netflix Inc | 1,100.00 USD | 2025-12-17 | Call |
Master data
WKN: | HD5V2J |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Netflix Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 1,100.00 USD |
Maturity: | 2025-12-17 |
Issue date: | 2024-05-24 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 21.13 |
Leverage: | Yes |
Calculated values
Fair value: | 1.91 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.34 |
Historic volatility: | 0.27 |
Parity: | -28.45 |
Time value: | 3.51 |
Break-even: | 1,061.44 |
Moneyness: | 0.72 |
Premium: | 0.43 |
Premium p.a.: | 0.38 |
Spread abs.: | 0.21 |
Spread %: | 6.36% |
Delta: | 0.26 |
Theta: | -0.12 |
Omega: | 5.51 |
Rho: | 1.75 |
Quote data
Open: | 2.7200 |
---|---|
High: | 3.2600 |
Low: | 2.7200 |
Previous Close: | 3.3600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +16.01% | ||
---|---|---|---|
1 Month | +14.79% | ||
3 Months | +100.00% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 3.3600 | 2.6800 |
---|---|---|
1M High / 1M Low: | 3.3600 | 2.0700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.0140 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.7527 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 178.11% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |