HSBC WAR. CALL 01/26 1NC/ DE000HS2FU41 /
| 10/8/2024 3:36:57 PM | Chg.+0.0800 | Bid4:37:17 PM | Ask4:37:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 4.3800EUR | +1.86% | 4.6700 Bid Size: 25,000 |
4.7500 Ask Size: 25,000 |
Norwegian Cruise Lin... | 20.00 USD | 1/16/2026 | Call |
Master data
| WKN: | HS2FU4 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 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: | 4.24 |
| Leverage: | Yes |
Calculated values
| Fair value: | 4.06 |
|---|---|
| Intrinsic value: | 0.07 |
| Implied volatility: | 0.49 |
| Historic volatility: | 0.46 |
| Parity: | 0.07 |
| Time value: | 4.25 |
| Break-even: | 22.54 |
| Moneyness: | 1.00 |
| Premium: | 0.23 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.08 |
| Spread %: | 1.89% |
| Delta: | 0.64 |
| Theta: | 0.00 |
| Omega: | 2.71 |
| Rho: | 0.09 |
Quote data
| Open: | 4.1800 |
|---|---|
| High: | 4.3800 |
| Low: | 4.1800 |
| Previous Close: | 4.3000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +7.35% | ||
|---|---|---|---|
| 1 Month | +69.77% | ||
| 3 Months | +19.67% | ||
| YTD | -26.01% | ||
| 1 Year | -2.45% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 4.4000 | 3.8600 |
|---|---|---|
| 1M High / 1M Low: | 4.7900 | 2.8500 |
| 6M High / 6M Low: | 5.1800 | 1.9400 |
| High (YTD): | 3/27/2024 | 6.2200 |
| Low (YTD): | 8/7/2024 | 1.9400 |
| 52W High: | 12/22/2023 | 6.3600 |
| 52W Low: | 8/7/2024 | 1.9400 |
| Avg. price 1W: | 4.1520 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 4.0752 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 3.5121 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 3.8221 | |
| Avg. volume 1Y: | 11.7647 | |
| Volatility 1M: | 113.36% | |
| Volatility 6M: | 127.33% | |
| Volatility 1Y: | 122.24% | |
| Volatility 3Y: | - |
