UC WAR. CALL 06/25 1NC/ DE000HD6L6K0 /
2024-09-04 5:40:27 PM | Chg.-0.1100 | Bid5:49:53 PM | Ask5:49:53 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.1500EUR | -4.87% | 2.1300 Bid Size: 8,000 |
2.1400 Ask Size: 8,000 |
Norwegian Cruise Lin... | 20.00 - | 2025-06-18 | Call |
Master data
WKN: | HD6L6K |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 - |
Maturity: | 2025-06-18 |
Issue date: | 2024-06-26 |
Last trading day: | 2025-06-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 7.06 |
Leverage: | Yes |
Calculated values
Fair value: | 1.43 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.61 |
Historic volatility: | 0.46 |
Parity: | -4.05 |
Time value: | 2.26 |
Break-even: | 22.26 |
Moneyness: | 0.80 |
Premium: | 0.40 |
Premium p.a.: | 0.53 |
Spread abs.: | 0.01 |
Spread %: | 0.44% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 3.25 |
Rho: | 0.04 |
Quote data
Open: | 2.1500 |
---|---|
High: | 2.1700 |
Low: | 2.1500 |
Previous Close: | 2.2600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -11.89% | ||
---|---|---|---|
1 Month | +12.57% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.4400 | 2.2600 |
---|---|---|
1M High / 1M Low: | 2.4800 | 1.4700 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.3340 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.8755 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 149.47% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |