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HSBC Call 22 NCLH 15.01.2025/  DE000HG807Z1  /

Frankfurt Zert./HSBC
11/12/2024  9:35:41 PM Chg.+0.110 Bid9:59:42 PM Ask9:59:42 PM Underlying Strike price Expiration date Option type
5.820EUR +1.93% 5.850
Bid Size: 25,000		 6.000
Ask Size: 25,000		 Norwegian Cruise Lin... 22.00 - 1/15/2025 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: 1/15/2025
Issue date: 2/2/2023
Last trading day: 1/14/2025
Ratio: 1:1
Exercise type: American
Quanto: No
Gearing: 4.41
Leverage: Yes

Calculated values

Fair value: 4.69
Intrinsic value: 4.09
Implied volatility: 0.86
Historic volatility: 0.47
Parity: 4.09
Time value: 1.83
Break-even: 27.92
Moneyness: 1.19
Premium: 0.07
Premium p.a.: 0.47
Spread abs.: 0.15
Spread %: 2.60%
Delta: 0.75
Theta: -0.02
Omega: 3.30
Rho: 0.02
 

Quote data

Open: 5.660
High: 5.890
Low: 5.210
Previous Close: 5.710
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+45.50%
1 Month  
+103.50%
3 Months  
+1906.90%
YTD  
+80.19%
1 Year  
+609.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 5.710 4.000
1M High / 1M Low: 5.710 2.580
6M High / 6M Low: 5.710 0.270
High (YTD): 11/11/2024 5.710
Low (YTD): 8/14/2024 0.270
52W High: 11/11/2024 5.710
52W Low: 8/14/2024 0.270
Avg. price 1W:   5.218
Avg. volume 1W:   0.000
Avg. price 1M:   3.637
Avg. volume 1M:   0.000
Avg. price 6M:   1.427
Avg. volume 6M:   1.527
Avg. price 1Y:   1.696
Avg. volume 1Y:   .784
Volatility 1M:   222.03%
Volatility 6M:   280.41%
Volatility 1Y:   253.46%
Volatility 3Y:   -