UC WAR. CALL 06/25 1NC/ DE000HD6L6M6 /
9/4/2024 9:41:53 PM | Chg.-0.1200 | Bid9:53:55 PM | Ask9:53:55 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0700EUR | -10.08% | 1.0700 Bid Size: 8,000 |
1.0800 Ask Size: 8,000 |
Norwegian Cruise Lin... | 25.00 - | 6/18/2025 | Call |
Master data
WKN: | HD6L6M |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 25.00 - |
Maturity: | 6/18/2025 |
Issue date: | 6/26/2024 |
Last trading day: | 6/17/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 13.40 |
Leverage: | Yes |
Calculated values
Fair value: | 0.61 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.46 |
Parity: | -9.05 |
Time value: | 1.19 |
Break-even: | 26.19 |
Moneyness: | 0.64 |
Premium: | 0.64 |
Premium p.a.: | 0.88 |
Spread abs.: | 0.01 |
Spread %: | 0.85% |
Delta: | 0.29 |
Theta: | -0.01 |
Omega: | 3.91 |
Rho: | 0.03 |
Quote data
Open: | 1.0900 |
---|---|
High: | 1.1100 |
Low: | 1.0700 |
Previous Close: | 1.1900 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.55% | ||
---|---|---|---|
1 Month | +1.90% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3300 | 1.1500 |
---|---|---|
1M High / 1M Low: | 1.3300 | 0.7300 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2280 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9682 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 194.95% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |