UniCredit Call 20 NCLH 18.12.2024
/ DE000HD1T7S8
UniCredit Call 20 NCLH 18.12.2024/ DE000HD1T7S8 /
| 04/09/2024 19:31:41 |
Chg.-0.110 |
Bid20:07:22 |
Ask20:07:22 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.950EUR |
-10.38% |
0.950
Bid Size: 8,000 |
0.970
Ask Size: 8,000 |
Norwegian Cruise Lin... |
20.00 - |
18/12/2024 |
Call |
Master data
| WKN: |
HD1T7S |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
20.00 - |
| Maturity: |
18/12/2024 |
| Issue date: |
11/01/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
14.62 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.45 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.68 |
| Historic volatility: |
0.46 |
| Parity: |
-4.06 |
| Time value: |
1.09 |
| Break-even: |
21.09 |
| Moneyness: |
0.80 |
| Premium: |
0.32 |
| Premium p.a.: |
1.65 |
| Spread abs.: |
0.02 |
| Spread %: |
1.87% |
| Delta: |
0.34 |
| Theta: |
-0.01 |
| Omega: |
4.97 |
| Rho: |
0.01 |
Quote data
| Open: |
0.970 |
| High: |
1.090 |
| Low: |
0.950 |
| Previous Close: |
1.060 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
-19.49% |
| 1 Month |
|
|
+5.56% |
| 3 Months |
|
|
-46.93% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.210 |
1.030 |
| 1M High / 1M Low: |
1.270 |
0.540 |
| 6M High / 6M Low: |
4.350 |
0.540 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.110 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.827 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.987 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
239.11% |
| Volatility 6M: |
|
193.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
