HSBC WAR. CALL 01/25 1NC/ DE000HG807Y4 /
9/4/2024 9:35:47 PM | Chg.-0.1400 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.9800EUR | -12.50% | 0.9500 Bid Size: 25,000 |
1.0300 Ask Size: 25,000 |
Norwegian Cruise Lin... | 20.00 - | 1/15/2025 | 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: | 1/15/2025 |
Issue date: | 2/2/2023 |
Last trading day: | 1/14/2025 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 14.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.62 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.61 |
Historic volatility: | 0.46 |
Parity: | -4.05 |
Time value: | 1.13 |
Break-even: | 21.13 |
Moneyness: | 0.80 |
Premium: | 0.32 |
Premium p.a.: | 1.16 |
Spread abs.: | 0.08 |
Spread %: | 7.62% |
Delta: | 0.35 |
Theta: | -0.01 |
Omega: | 4.89 |
Rho: | 0.02 |
Quote data
Open: | 0.9700 |
---|---|
High: | 0.9900 |
Low: | 0.9700 |
Previous Close: | 1.1200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -20.97% | ||
---|---|---|---|
1 Month | +16.67% | ||
3 Months | -43.02% | ||
YTD | -76.44% | ||
1 Year | -62.16% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.2500 | 1.0700 |
---|---|---|
1M High / 1M Low: | 1.2900 | 0.5700 |
6M High / 6M Low: | 4.2000 | 0.5700 |
High (YTD): | 3/27/2024 | 4.2000 |
Low (YTD): | 8/14/2024 | 0.5700 |
52W High: | 12/21/2023 | 4.5800 |
52W Low: | 8/14/2024 | 0.5700 |
Avg. price 1W: | 1.1640 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.8300 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9261 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 2.1548 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 229.48% | |
Volatility 6M: | 192.68% | |
Volatility 1Y: | 182.31% | |
Volatility 3Y: | - |