UC WAR. CALL 06/25 1NC/ DE000HD6L6N4 /
29/07/2024 21:41:10 | Chg.-0.0500 | Bid21:59:45 | Ask21:59:45 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.0900EUR | -4.39% | 1.0900 Bid Size: 8,000 |
1.1100 Ask Size: 8,000 |
Norwegian Cruise Lin... | 30.00 - | 18/06/2025 | Call |
Master data
WKN: | HD6L6N |
---|---|
Issuer: | UniCredit |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 30.00 - |
Maturity: | 18/06/2025 |
Issue date: | 26/06/2024 |
Last trading day: | 17/06/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 14.49 |
Leverage: | Yes |
Calculated values
Fair value: | 0.83 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.62 |
Historic volatility: | 0.55 |
Parity: | -13.19 |
Time value: | 1.16 |
Break-even: | 31.16 |
Moneyness: | 0.56 |
Premium: | 0.85 |
Premium p.a.: | 1.00 |
Spread abs.: | 0.02 |
Spread %: | 1.75% |
Delta: | 0.26 |
Theta: | -0.01 |
Omega: | 3.73 |
Rho: | 0.03 |
Quote data
Open: | 1.1000 |
---|---|
High: | 1.1900 |
Low: | 1.0500 |
Previous Close: | 1.1400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -19.26% | ||
---|---|---|---|
1 Month | -9.17% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4800 | 1.0800 |
---|---|---|
1M High / 1M Low: | 1.5500 | 0.8600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2740 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2205 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.04% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |