HSBC WAR. CALL 01/25 1NC/ DE000HG807Z1 /
| 11/11/2024 09:35:51 | Chg.-0.250 | Bid10:14:11 | Ask10:14:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.270EUR | -4.53% | 5.390 Bid Size: 25,000 |
5.690 Ask Size: 25,000 |
Norwegian Cruise Lin... | 22.00 - | 15/01/2025 | 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: | 15/01/2025 |
| Issue date: | 02/02/2023 |
| Last trading day: | 14/01/2025 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.33 |
|---|---|
| Intrinsic value: | 3.34 |
| Implied volatility: | 0.88 |
| Historic volatility: | 0.55 |
| Parity: | 3.34 |
| Time value: | 2.14 |
| Break-even: | 27.48 |
| Moneyness: | 1.15 |
| Premium: | 0.08 |
| Premium p.a.: | 0.58 |
| Spread abs.: | 0.15 |
| Spread %: | 2.81% |
| Delta: | 0.72 |
| Theta: | -0.03 |
| Omega: | 3.33 |
| Rho: | 0.02 |
Quote data
| Open: | 5.260 |
|---|---|
| High: | 5.270 |
| Low: | 5.260 |
| Previous Close: | 5.520 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +43.60% | ||
|---|---|---|---|
| 1 Month | +80.48% | ||
| 3 Months | +1286.84% | ||
| YTD | +56.38% | ||
| 1 Year | +542.68% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.770 | 3.670 |
|---|---|---|
| 1M High / 1M Low: | 5.770 | 2.650 |
| 6M High / 6M Low: | 5.770 | 0.300 |
| High (YTD): | 06/11/2024 | 5.770 |
| Low (YTD): | 20/08/2024 | 0.300 |
| 52W High: | 06/11/2024 | 5.770 |
| 52W Low: | 20/08/2024 | 0.300 |
| Avg. price 1W: | 4.892 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 3.588 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 1.439 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | 1.727 | |
| Avg. volume 1Y: | 0.000 | |
| Volatility 1M: | 225.95% | |
| Volatility 6M: | 249.46% | |
| Volatility 1Y: | 225.80% | |
| Volatility 3Y: | - |
