HSBC WAR. CALL 01/26 1NC/ DE000HS2FU25 /
| 9/4/2024 9:36:58 PM | Chg.-0.2700 | Bid9:59:53 PM | Ask9:59:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.7800EUR | -5.35% | 4.7800 Bid Size: 25,000 |
4.8600 Ask Size: 25,000 |
Norwegian Cruise Lin... | 15.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS2FU2 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 15.00 USD |
| Maturity: | 1/16/2026 |
| Issue date: | 9/28/2023 |
| Last trading day: | 1/15/2026 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.79 |
|---|---|
| Intrinsic value: | 2.37 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.46 |
| Parity: | 2.37 |
| Time value: | 2.68 |
| Break-even: | 18.63 |
| Moneyness: | 1.17 |
| Premium: | 0.17 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.08 |
| Spread %: | 1.61% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 2.35 |
| Rho: | 0.09 |
Quote data
| Open: | 4.8600 |
|---|---|
| High: | 4.8600 |
| Low: | 4.7800 |
| Previous Close: | 5.0500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.30% | ||
|---|---|---|---|
| 1 Month | +14.63% | ||
| 3 Months | -17.44% | ||
| YTD | -43.16% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 5.300 | 5.050 |
|---|---|---|
| 1M High / 1M Low: | 5.400 | 3.540 |
| 6M High / 6M Low: | 8.900 | 3.540 |
| High (YTD): | 3/27/2024 | 8.900 |
| Low (YTD): | 8/7/2024 | 3.540 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.186 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 4.365 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | 5.928 | |
| Avg. volume 6M: | 0.000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 106.76% | |
| Volatility 6M: | 104.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
