UC WAR. CALL 12/24 1NC/ DE000HD5MV32 /
| 2024-07-29 9:42:03 PM | Chg.+0.0700 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.6800EUR | +1.94% | 3.6800 Bid Size: 4,000 |
3.7000 Ask Size: 4,000 |
Norwegian Cruise Lin... | 16.00 - | 2024-12-18 | Call |
Master data
| WKN: | HD5MV3 |
|---|---|
| Issuer: | UniCredit |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 16.00 - |
| Maturity: | 2024-12-18 |
| Issue date: | 2024-05-16 |
| Last trading day: | 2024-12-17 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.63 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.77 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.55 |
| Parity: | 0.81 |
| Time value: | 2.82 |
| Break-even: | 19.63 |
| Moneyness: | 1.05 |
| Premium: | 0.17 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.02 |
| Spread %: | 0.55% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 2.99 |
| Rho: | 0.03 |
Quote data
| Open: | 3.6000 |
|---|---|
| High: | 3.7400 |
| Low: | 3.5900 |
| Previous Close: | 3.6100 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -19.83% | ||
|---|---|---|---|
| 1 Month | -6.60% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.9900 | 3.6100 |
|---|---|---|
| 1M High / 1M Low: | 4.9900 | 3.0600 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 4.2520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 3.9820 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 120.52% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
