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HSBC Call 17 NCLH 16.01.2026/  DE000HS2FU33  /

EUWAX
11/11/2024  8:33:43 AM Chg.+0.30 Bid9:19:05 AM Ask9:19:05 AM Underlying Strike price Expiration date Option type
11.46EUR +2.69% 11.44
Bid Size: 25,000		 11.74
Ask Size: 25,000		 Norwegian Cruise Lin... 17.00 USD 1/16/2026 Call
 

Master data

WKN: HS2FU3
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 17.00 USD
Maturity: 1/16/2026
Issue date: 9/28/2023
Last trading day: 1/15/2026
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 2.18
Leverage: Yes

Calculated values

Fair value: 11.31
Intrinsic value: 9.47
Implied volatility: 0.60
Historic volatility: 0.55
Parity: 9.47
Time value: 2.15
Break-even: 27.49
Moneyness: 1.60
Premium: 0.08
Premium p.a.: 0.07
Spread abs.: 0.15
Spread %: 1.31%
Delta: 0.86
Theta: -0.01
Omega: 1.88
Rho: 0.12
 

Quote data

Open: 11.46
High: 11.46
Low: 11.46
Previous Close: 11.16
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+24.57%
1 Month  
+46.92%
3 Months  
+282.00%
YTD  
+56.77%
1 Year  
+268.49%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 11.70 9.20
1M High / 1M Low: 11.70 7.80
6M High / 6M Low: 11.70 2.59
High (YTD): 11/7/2024 11.70
Low (YTD): 8/8/2024 2.59
52W High: 11/7/2024 11.70
52W Low: 8/8/2024 2.59
Avg. price 1W:   10.53
Avg. volume 1W:   0.00
Avg. price 1M:   8.95
Avg. volume 1M:   0.00
Avg. price 6M:   5.19
Avg. volume 6M:   0.00
Avg. price 1Y:   5.32
Avg. volume 1Y:   0.00
Volatility 1M:   92.02%
Volatility 6M:   120.70%
Volatility 1Y:   119.56%
Volatility 3Y:   -