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HSBC Call 20 NCLH 15.01.2025/  DE000HG807Y4  /

Frankfurt Zert./HSBC
11/11/2024  09:50:59 Chg.-0.100 Bid09:52:15 Ask09:52:15 Underlying Strike price Expiration date Option type
7.010EUR -1.41% 7.000
Bid Size: 25,000		 7.300
Ask Size: 25,000		 Norwegian Cruise Lin... 20.00 - 15/01/2025 Call
 

Master data

WKN: HG807Y
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 20.00 -
Maturity: 15/01/2025
Issue date: 02/02/2023
Last trading day: 14/01/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 3.68
Leverage: Yes

Calculated values

Fair value: 5.82
Intrinsic value: 5.47
Implied volatility: 0.89
Historic volatility: 0.47
Parity: 5.47
Time value: 1.45
Break-even: 26.92
Moneyness: 1.27
Premium: 0.06
Premium p.a.: 0.35
Spread abs.: 0.15
Spread %: 2.22%
Delta: 0.80
Theta: -0.02
Omega: 2.94
Rho: 0.02
 

Quote data

Open: 7.030
High: 7.030
Low: 6.990
Previous Close: 7.110
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+37.18%
1 Month  
+73.09%
3 Months  
+946.27%
YTD  
+73.95%
1 Year  
+525.89%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.420 5.110
1M High / 1M Low: 7.420 3.770
6M High / 6M Low: 7.420 0.520
High (YTD): 06/11/2024 7.420
Low (YTD): 14/08/2024 0.520
52W High: 06/11/2024 7.420
52W Low: 14/08/2024 0.520
Avg. price 1W:   6.426
Avg. volume 1W:   0.000
Avg. price 1M:   4.850
Avg. volume 1M:   0.000
Avg. price 6M:   2.063
Avg. volume 6M:   0.000
Avg. price 1Y:   2.319
Avg. volume 1Y:   0.000
Volatility 1M:   181.82%
Volatility 6M:   236.85%
Volatility 1Y:   220.57%
Volatility 3Y:   -