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HSBC Call 20 NCLH 20.12.2024/  DE000HS2QZL6  /

Frankfurt Zert./HSBC
04/09/2024  21:35:42 Chg.-0.140 Bid21:59:55 Ask21:59:55 Underlying Strike price Expiration date Option type
0.760EUR -15.56% 0.790
Bid Size: 25,000		 0.870
Ask Size: 25,000		 Norwegian Cruise Lin... 20.00 USD 20/12/2024 Call
 

Master data

WKN: HS2QZL
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 20.00 USD
Maturity: 20/12/2024
Issue date: 31/10/2023
Last trading day: 19/12/2024
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 16.27
Leverage: Yes

Calculated values

Fair value: 0.87
Intrinsic value: 0.00
Implied volatility: 0.49
Historic volatility: 0.46
Parity: -2.15
Time value: 0.98
Break-even: 19.08
Moneyness: 0.88
Premium: 0.20
Premium p.a.: 0.84
Spread abs.: 0.08
Spread %: 8.89%
Delta: 0.38
Theta: -0.01
Omega: 6.20
Rho: 0.01
 

Quote data

Open: 0.820
High: 0.930
Low: 0.740
Previous Close: 0.900
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -28.97%
1 Month  
+5.56%
3 Months
  -51.59%
YTD
  -80.41%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.070 0.860
1M High / 1M Low: 1.120 0.410
6M High / 6M Low: 3.990 0.410
High (YTD): 27/03/2024 3.990
Low (YTD): 14/08/2024 0.410
52W High: - -
52W Low: - -
Avg. price 1W:   0.960
Avg. volume 1W:   0.000
Avg. price 1M:   0.655
Avg. volume 1M:   0.000
Avg. price 6M:   1.736
Avg. volume 6M:   0.000
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   326.54%
Volatility 6M:   238.29%
Volatility 1Y:   -
Volatility 3Y:   -