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HSBC Call 15 NCLH 20.12.2024/  DE000HS2QZJ0  /

Frankfurt Zert./HSBC
2024-11-12  9:35:50 PM Chg.+0.150 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
12.130EUR +1.25% 12.150
Bid Size: 25,000		 12.300
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: 2.14
Leverage: Yes

Calculated values

Fair value: 12.07
Intrinsic value: 12.02
Implied volatility: 1.14
Historic volatility: 0.47
Parity: 12.02
Time value: 0.18
Break-even: 26.27
Moneyness: 1.85
Premium: 0.01
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 1.24%
Delta: 0.97
Theta: -0.01
Omega: 2.07
Rho: 0.01
 

Quote data

Open: 11.950
High: 12.210
Low: 11.460
Previous Close: 11.980
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+23.52%
1 Month  
+55.31%
3 Months  
+531.77%
YTD  
+86.04%
1 Year  
+443.95%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.980 9.820
1M High / 1M Low: 11.980 7.650
6M High / 6M Low: 11.980 1.770
High (YTD): 2024-11-11 11.980
Low (YTD): 2024-08-07 1.770
52W High: 2024-11-11 11.980
52W Low: 2024-08-07 1.770
Avg. price 1W:   11.358
Avg. volume 1W:   0.000
Avg. price 1M:   9.111
Avg. volume 1M:   0.000
Avg. price 6M:   4.637
Avg. volume 6M:   0.000
Avg. price 1Y:   4.668
Avg. volume 1Y:   0.000
Volatility 1M:   111.35%
Volatility 6M:   162.00%
Volatility 1Y:   159.81%
Volatility 3Y:   -