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HSBC Call 22 NCLH 15.01.2025/  DE000HG807Z1  /

Frankfurt Zert./HSBC
2024-11-08  9:35:37 PM Chg.+0.130 Bid9:59:07 PM Ask9:59:07 PM Underlying Strike price Expiration date Option type
5.400EUR +2.47% -
Bid Size: -		 -
Ask Size: -		 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: 4.65
Leverage: Yes

Calculated values

Fair value: 4.21
Intrinsic value: 3.47
Implied volatility: 0.84
Historic volatility: 0.47
Parity: 3.47
Time value: 2.01
Break-even: 27.48
Moneyness: 1.16
Premium: 0.08
Premium p.a.: 0.51
Spread abs.: 0.15
Spread %: 2.81%
Delta: 0.73
Theta: -0.02
Omega: 3.38
Rho: 0.02
 

Quote data

Open: 5.050
High: 5.630
Low: 4.850
Previous Close: 5.270
Turnover: 0.000
Market phase: BOOK
 
  All quotes in EUR

Performance

1 Week  
+48.35%
1 Month  
+88.81%
3 Months  
+1359.46%
YTD  
+67.18%
1 Year  
+558.54%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.710 3.640
1M High / 1M Low: 5.710 2.580
6M High / 6M Low: 5.710 0.270
High (YTD): 2024-11-06 5.710
Low (YTD): 2024-08-14 0.270
52W High: 2024-11-06 5.710
52W Low: 2024-08-14 0.270
Avg. price 1W:   4.804
Avg. volume 1W:   0.000
Avg. price 1M:   3.501
Avg. volume 1M:   0.000
Avg. price 6M:   1.394
Avg. volume 6M:   1.538
Avg. price 1Y:   1.680
Avg. volume 1Y:   .787
Volatility 1M:   222.90%
Volatility 6M:   281.48%
Volatility 1Y:   253.92%
Volatility 3Y:   -