HSBC WAR. CALL 01/25 1NC/ DE000HG807W8 /
| 2024-09-04 7:36:34 PM | Chg.-0.2800 | Bid8:09:10 PM | Ask8:09:10 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 3.1500EUR | -8.16% | 3.0700 Bid Size: 25,000 |
3.2200 Ask Size: 25,000 |
Norwegian Cruise Lin... | 15.00 - | 2025-01-15 | Call |
Master data
| WKN: | HG807W |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 - |
| Maturity: | 2025-01-15 |
| Issue date: | 2023-02-02 |
| Last trading day: | 2025-01-14 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 2.32 |
|---|---|
| Intrinsic value: | 0.95 |
| Implied volatility: | 0.77 |
| Historic volatility: | 0.46 |
| Parity: | 0.95 |
| Time value: | 2.49 |
| Break-even: | 18.44 |
| Moneyness: | 1.06 |
| Premium: | 0.16 |
| Premium p.a.: | 0.49 |
| Spread abs.: | 0.15 |
| Spread %: | 4.56% |
| Delta: | 0.65 |
| Theta: | -0.01 |
| Omega: | 3.03 |
| Rho: | 0.03 |
Quote data
| Open: | 3.1400 |
|---|---|
| High: | 3.1500 |
| Low: | 3.1400 |
| Previous Close: | 3.4300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -12.98% | ||
|---|---|---|---|
| 1 Month | +24.02% | ||
| 3 Months | -22.98% | ||
| YTD | -54.15% | ||
| 1 Year | -30.16% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 3.6400 | 3.3800 |
|---|---|---|
| 1M High / 1M Low: | 3.7000 | 1.9700 |
| 6M High / 6M Low: | 7.2500 | 1.9700 |
| High (YTD): | 2024-03-27 | 7.2500 |
| Low (YTD): | 2024-08-07 | 1.9700 |
| 52W High: | 2023-12-22 | 7.3800 |
| 52W Low: | 2024-08-07 | 1.9700 |
| Avg. price 1W: | 3.5140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.7209 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 4.2302 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 4.2869 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 162.93% | |
| Volatility 6M: | 144.84% | |
| Volatility 1Y: | 141.22% | |
| Volatility 3Y: | - |
