UC WAR. CALL 06/26 NFC/ DE000HD4LEC4 /
24/09/2024 17:41:03 | Chg.+0.1200 | Bid19:03:58 | Ask19:03:58 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.7100EUR | +4.63% | 2.7600 Bid Size: 8,000 |
2.9400 Ask Size: 8,000 |
NETFLIX INC. DL... | 1,250.00 - | 17/06/2026 | 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: | 17/06/2026 |
Issue date: | 12/04/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 23.34 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.40 |
Historic volatility: | 0.28 |
Parity: | -61.52 |
Time value: | 2.72 |
Break-even: | 1,277.20 |
Moneyness: | 0.51 |
Premium: | 1.01 |
Premium p.a.: | 0.50 |
Spread abs.: | 0.18 |
Spread %: | 7.09% |
Delta: | 0.18 |
Theta: | -0.08 |
Omega: | 4.31 |
Rho: | 1.56 |
Quote data
Open: | 2.0100 |
---|---|
High: | 2.7100 |
Low: | 2.0100 |
Previous Close: | 2.5900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +2.26% | ||
---|---|---|---|
1 Month | +3.83% | ||
3 Months | -17.13% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.7400 | 2.5500 |
---|---|---|
1M High / 1M Low: | 2.7600 | 2.2500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.6240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.5076 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 90.46% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |