UniCredit Call 24 NCLH 18.12.2024
/ DE000HD8ATY0
UniCredit Call 24 NCLH 18.12.2024/ DE000HD8ATY0 /
| 11/11/2024 10:01:16 |
Chg.-0.160 |
Bid10:03:52 |
Ask10:03:52 |
Underlying |
Strike price |
Expiration date |
Option type |
| 3.520EUR |
-4.35% |
3.540
Bid Size: 1,000 |
3.690
Ask Size: 1,000 |
Norwegian Cruise Lin... |
24.00 USD |
18/12/2024 |
Call |
Master data
| WKN: |
HD8ATY |
| Issuer: |
UniCredit |
| Currency: |
EUR |
| Underlying: |
Norwegian Cruise Line Holdings Ltd |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
24.00 USD |
| Maturity: |
18/12/2024 |
| Issue date: |
28/08/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
7.00 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
3.58 |
| Intrinsic value: |
2.94 |
| Implied volatility: |
0.57 |
| Historic volatility: |
0.55 |
| Parity: |
2.94 |
| Time value: |
0.68 |
| Break-even: |
26.02 |
| Moneyness: |
1.13 |
| Premium: |
0.03 |
| Premium p.a.: |
0.30 |
| Spread abs.: |
0.04 |
| Spread %: |
1.12% |
| Delta: |
0.79 |
| Theta: |
-0.02 |
| Omega: |
5.50 |
| Rho: |
0.02 |
Quote data
| Open: |
3.500 |
| High: |
3.520 |
| Low: |
3.470 |
| Previous Close: |
3.680 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+57.14% |
| 1 Month |
|
|
+88.24% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.000 |
2.240 |
| 1M High / 1M Low: |
4.000 |
1.510 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
3.206 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
2.247 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
320.94% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
