HSBC WAR. CALL 01/25 1NC/ DE000HG807Z1 /
2024-09-04 7:35:22 PM | Chg.-0.1000 | Bid8:10:46 PM | Ask8:10:46 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.5700EUR | -14.93% | 0.5300 Bid Size: 25,000 |
0.6100 Ask Size: 25,000 |
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: | 23.11 |
Leverage: | Yes |
Calculated values
Fair value: | 0.34 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.59 |
Historic volatility: | 0.46 |
Parity: | -6.05 |
Time value: | 0.69 |
Break-even: | 22.69 |
Moneyness: | 0.72 |
Premium: | 0.42 |
Premium p.a.: | 1.63 |
Spread abs.: | 0.08 |
Spread %: | 13.11% |
Delta: | 0.24 |
Theta: | -0.01 |
Omega: | 5.63 |
Rho: | 0.01 |
Quote data
Open: | 0.5400 |
---|---|
High: | 0.5700 |
Low: | 0.5400 |
Previous Close: | 0.6700 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -21.92% | ||
---|---|---|---|
1 Month | +1.79% | ||
3 Months | -51.69% | ||
YTD | -83.09% | ||
1 Year | -72.60% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.7300 | 0.6100 |
---|---|---|
1M High / 1M Low: | 0.7700 | 0.3000 |
6M High / 6M Low: | 3.2600 | 0.3000 |
High (YTD): | 2024-03-27 | 3.2600 |
Low (YTD): | 2024-08-20 | 0.3000 |
52W High: | 2023-12-21 | 3.7400 |
52W Low: | 2024-08-20 | 0.3000 |
Avg. price 1W: | 0.6860 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.4682 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3748 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 1.6193 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 280.42% | |
Volatility 6M: | 213.99% | |
Volatility 1Y: | 198.59% | |
Volatility 3Y: | - |