UC WAR. CALL 12/24 1NC/ DE000HD1T7S8 /
03/06/2024 11:42:26 | Chg.0.0000 | Bid12:00:08 | Ask12:00:08 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3200EUR | 0.00% | 1.3100 Bid Size: 3,000 |
1.3900 Ask Size: 3,000 |
Norwegian Cruise Lin... | 20.00 - | 18/12/2024 | Call |
Master data
WKN: | HD1T7S |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 18/12/2024 |
Issue date: | 11/01/2024 |
Last trading day: | 17/12/2024 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 11.02 |
Leverage: | Yes |
Calculated values
Fair value: | 1.11 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.62 |
Historic volatility: | 0.56 |
Parity: | -4.90 |
Time value: | 1.37 |
Break-even: | 21.37 |
Moneyness: | 0.76 |
Premium: | 0.42 |
Premium p.a.: | 0.90 |
Spread abs.: | 0.02 |
Spread %: | 1.48% |
Delta: | 0.37 |
Theta: | -0.01 |
Omega: | 4.03 |
Rho: | 0.02 |
Quote data
Open: | 1.3200 |
---|---|
High: | 1.3200 |
Low: | 1.3200 |
Previous Close: | 1.3200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +11.86% | ||
---|---|---|---|
1 Month | -3.65% | ||
3 Months | -58.88% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4000 | 1.1800 |
---|---|---|
1M High / 1M Low: | 1.5600 | 1.0900 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3120 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2933 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 187.69% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |