HSBC Call 15 NCLH 20.12.2024
/ DE000HS2QZJ0
HSBC Call 15 NCLH 20.12.2024/ DE000HS2QZJ0 /
2024-09-04 8:00:20 PM |
Chg.-0.250 |
Bid8:18:22 PM |
Ask8:18:22 PM |
Underlying |
Strike price |
Expiration date |
Option type |
2.890EUR |
-7.96% |
2.900 Bid Size: 25,000 |
3.050 Ask Size: 25,000 |
Norwegian Cruise Lin... |
15.00 USD |
2024-12-20 |
Call |
Master data
WKN: |
HS2QZJ |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
Norwegian Cruise Line Holdings Ltd |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 USD |
Maturity: |
2024-12-20 |
Issue date: |
2023-10-31 |
Last trading day: |
2024-12-19 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
4.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
3.04 |
Intrinsic value: |
2.37 |
Implied volatility: |
0.55 |
Historic volatility: |
0.46 |
Parity: |
2.37 |
Time value: |
0.91 |
Break-even: |
16.86 |
Moneyness: |
1.17 |
Premium: |
0.06 |
Premium p.a.: |
0.21 |
Spread abs.: |
0.15 |
Spread %: |
4.79% |
Delta: |
0.77 |
Theta: |
-0.01 |
Omega: |
3.72 |
Rho: |
0.03 |
Quote data
Open: |
2.980 |
High: |
3.200 |
Low: |
2.820 |
Previous Close: |
3.140 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-16.71% |
1 Month |
|
|
+19.42% |
3 Months |
|
|
-25.71% |
YTD |
|
|
-55.67% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
3.470 |
3.130 |
1M High / 1M Low: |
3.560 |
1.770 |
6M High / 6M Low: |
6.990 |
1.770 |
High (YTD): |
2024-03-27 |
6.990 |
Low (YTD): |
2024-08-07 |
1.770 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
3.278 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
2.520 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
4.017 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
195.50% |
Volatility 6M: |
|
162.00% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |