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: | - |