UniCredit Call 22 NCLH 18.12.2024
/ DE000HD4RU39
UniCredit Call 22 NCLH 18.12.2024/ DE000HD4RU39 /
| 2024-11-08 1:28:34 PM |
Chg.-0.430 |
Bid9:59:00 PM |
Ask2024-11-08 |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.830EUR |
-8.17% |
-
Bid Size: - |
-
Ask Size: - |
Norwegian Cruise Lin... |
22.00 - |
2024-12-18 |
Call |
Master data
| WKN: |
HD4RU3 |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 - |
| Maturity: |
2024-12-18 |
| Issue date: |
2024-04-17 |
| Last trading day: |
2024-11-08 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
5.02 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.86 |
| Intrinsic value: |
3.47 |
| Implied volatility: |
0.97 |
| Historic volatility: |
0.47 |
| Parity: |
3.47 |
| Time value: |
1.60 |
| Break-even: |
27.07 |
| Moneyness: |
1.16 |
| Premium: |
0.06 |
| Premium p.a.: |
0.77 |
| Spread abs.: |
-0.11 |
| Spread %: |
-2.12% |
| Delta: |
0.74 |
| Theta: |
-0.03 |
| Omega: |
3.70 |
| Rho: |
0.01 |
Quote data
| Open: |
4.870 |
| High: |
4.900 |
| Low: |
4.770 |
| Previous Close: |
5.260 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+37.61% |
| 1 Month |
|
|
+71.28% |
| 3 Months |
|
|
+950.00% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
5.260 |
3.510 |
| 1M High / 1M Low: |
5.260 |
2.410 |
| 6M High / 6M Low: |
5.260 |
0.310 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.514 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
3.343 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.430 |
| Avg. volume 6M: |
|
0.000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
230.44% |
| Volatility 6M: |
|
295.65% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
