UniCredit Call 1250 NFC 17.06.202.../  DE000HD4LEC4  /

EUWAX
14/06/2024  13:35:56 Chg.-0.29 Bid22:00:41 Ask22:00:41 Underlying Strike price Expiration date Option type
2.66EUR -9.83% -
Bid Size: -
-
Ask Size: -
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: 18.28
Leverage: Yes

Calculated values

Fair value: 1.47
Intrinsic value: 0.00
Implied volatility: 0.41
Historic volatility: 0.32
Parity: -62.47
Time value: 3.42
Break-even: 1,284.20
Moneyness: 0.50
Premium: 1.05
Premium p.a.: 0.43
Spread abs.: 0.18
Spread %: 5.56%
Delta: 0.21
Theta: -0.08
Omega: 3.92
Rho: 2.00
 

Quote data

Open: 2.56
High: 2.66
Low: 2.56
Previous Close: 2.95
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -6.34%
1 Month  
+9.02%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 2.95 2.66
1M High / 1M Low: 3.06 2.37
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   2.79
Avg. volume 1W:   0.00
Avg. price 1M:   2.76
Avg. volume 1M:   0.00
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   143.93%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -