UC WAR. CALL 12/24 1NC/ DE000HD35WA4 /
| 2024-10-08 1:42:34 PM | Chg.-0.0400 | Bid3:33:26 PM | Ask3:33:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.8900EUR | -1.37% | 2.9900 Bid Size: 2,000 |
3.1200 Ask Size: 2,000 |
Norwegian Cruise Lin... | 18.00 USD | 2024-12-18 | Call |
Master data
| WKN: | HD35WA |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 USD |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-02-28 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.58 |
|---|---|
| Intrinsic value: | 1.88 |
| Implied volatility: | 0.59 |
| Historic volatility: | 0.45 |
| Parity: | 1.88 |
| Time value: | 1.07 |
| Break-even: | 19.35 |
| Moneyness: | 1.11 |
| Premium: | 0.06 |
| Premium p.a.: | 0.34 |
| Spread abs.: | 0.02 |
| Spread %: | 0.68% |
| Delta: | 0.72 |
| Theta: | -0.01 |
| Omega: | 4.44 |
| Rho: | 0.02 |
Quote data
| Open: | 2.8500 |
|---|---|
| High: | 2.8900 |
| Low: | 2.8500 |
| Previous Close: | 2.9300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +0.70% | ||
|---|---|---|---|
| 1 Month | +100.69% | ||
| 3 Months | +14.23% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.1300 | 2.5400 |
|---|---|---|
| 1M High / 1M Low: | 3.6000 | 1.6800 |
| 6M High / 6M Low: | 4.1200 | 0.9600 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.8600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.8719 | |
| Avg. volume 1M: | 7.1429 | |
| Avg. price 6M: | 2.4060 | |
| Avg. volume 6M: | 2.3077 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 186.67% | |
| Volatility 6M: | 189.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
