OverviewChartNewsTraderScreen

HSBC Call 15 NCLH 20.12.2024/  DE000HS2QZJ0  /

Frankfurt Zert./HSBC
10/8/2024  4:35:48 PM Chg.+0.640 Bid4:36:29 PM Ask4:36:29 PM Underlying Strike price Expiration date Option type
5.570EUR +12.98% 5.580
Bid Size: 25,000		 5.730
Ask Size: 25,000		 Norwegian Cruise Lin... 15.00 USD 12/20/2024 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: 12/20/2024
Issue date: 10/31/2023
Last trading day: 12/19/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.59
Leverage: Yes

Calculated values

Fair value: 4.82
Intrinsic value: 4.63
Implied volatility: 0.66
Historic volatility: 0.46
Parity: 4.63
Time value: 0.47
Break-even: 18.77
Moneyness: 1.34
Premium: 0.03
Premium p.a.: 0.14
Spread abs.: 0.15
Spread %: 3.03%
Delta: 0.88
Theta: -0.01
Omega: 3.14
Rho: 0.02
 

Quote data

Open: 4.860
High: 5.580
Low: 4.800
Previous Close: 4.930
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+15.80%
1 Month  
+99.64%
3 Months  
+40.30%
YTD
  -14.57%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.140 4.340
1M High / 1M Low: 5.730 3.120
6M High / 6M Low: 5.730 1.770
High (YTD): 3/27/2024 6.990
Low (YTD): 8/7/2024 1.770
52W High: - -
52W Low: - -
Avg. price 1W:   4.792
Avg. volume 1W:   0.000
Avg. price 1M:   4.773
Avg. volume 1M:   0.000
Avg. price 6M:   3.787
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   140.79%
Volatility 6M:   167.04%
Volatility 1Y:   -
Volatility 3Y:   -