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HSBC Call 22 NCLH 15.01.2025/  DE000HG807Z1  /

Frankfurt Zert./HSBC
2024-07-29  9:35:41 PM Chg.+0.070 Bid9:58:52 PM Ask9:58:52 PM Underlying Strike price Expiration date Option type
1.200EUR +6.19% 1.200
Bid Size: 25,000		 1.280
Ask Size: 25,000		 Norwegian Cruise Lin... 22.00 - 2025-01-15 Call
 

Master data

WKN: HG807Z
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Norwegian Cruise Line Holdings Ltd
Type: Warrant
Option type: Call
Strike price: 22.00 -
Maturity: 2025-01-15
Issue date: 2023-02-02
Last trading day: 2025-01-14
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 13.78
Leverage: Yes

Calculated values

Fair value: 1.06
Intrinsic value: 0.00
Implied volatility: 0.59
Historic volatility: 0.55
Parity: -5.19
Time value: 1.22
Break-even: 23.22
Moneyness: 0.76
Premium: 0.38
Premium p.a.: 1.00
Spread abs.: 0.08
Spread %: 7.02%
Delta: 0.33
Theta: -0.01
Omega: 4.61
Rho: 0.02
 

Quote data

Open: 1.110
High: 1.270
Low: 1.100
Previous Close: 1.130
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week
  -27.27%
1 Month
  -10.45%
3 Months
  -42.86%
YTD
  -62.85%
1 Year
  -75.46%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.920 1.130
1M High / 1M Low: 1.920 0.930
6M High / 6M Low: 3.240 0.600
High (YTD): 2024-03-27 3.240
Low (YTD): 2024-05-23 0.600
52W High: 2023-07-31 5.270
52W Low: 2024-05-23 0.600
Avg. price 1W:   1.488
Avg. volume 1W:   0.000
Avg. price 1M:   1.370
Avg. volume 1M:   0.000
Avg. price 6M:   1.579
Avg. volume 6M:   0.000
Avg. price 1Y:   1.803
Avg. volume 1Y:   0.000
Volatility 1M:   190.64%
Volatility 6M:   237.60%
Volatility 1Y:   204.52%
Volatility 3Y:   -