UC WAR. CALL 06/25 1NC/ DE000HD6L6K0 /
29/07/2024 21:42:01 | Chg.+0.1200 | Bid21:59:51 | Ask21:59:51 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.0600EUR | +4.08% | 3.0600 Bid Size: 6,000 |
3.0800 Ask Size: 6,000 |
Norwegian Cruise Lin... | 20.00 - | 18/06/2025 | 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: | 18/06/2025 |
Issue date: | 26/06/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 5.66 |
Leverage: | Yes |
Calculated values
Fair value: | 2.55 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.62 |
Historic volatility: | 0.55 |
Parity: | -3.19 |
Time value: | 2.97 |
Break-even: | 22.97 |
Moneyness: | 0.84 |
Premium: | 0.37 |
Premium p.a.: | 0.42 |
Spread abs.: | 0.02 |
Spread %: | 0.68% |
Delta: | 0.52 |
Theta: | -0.01 |
Omega: | 2.93 |
Rho: | 0.05 |
Quote data
Open: | 2.9200 |
---|---|
High: | 3.0600 |
Low: | 2.9200 |
Previous Close: | 2.9400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -17.07% | ||
---|---|---|---|
1 Month | -6.14% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.0000 | 2.9400 |
---|---|---|
1M High / 1M Low: | 4.0000 | 2.6000 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 3.4460 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.2865 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 116.29% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |