HSBC WAR. CALL 01/26 1NC/ DE000HS5RBY1 /
| 08/10/2024 17:37:36 | Chg.+0.0900 | Bid19:12:34 | Ask19:12:34 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5300EUR | +6.25% | 1.5000 Bid Size: 25,000 |
1.5800 Ask Size: 25,000 |
Norwegian Cruise Lin... | 30.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS5RBY |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 30.00 USD |
| Maturity: | 16/01/2026 |
| Issue date: | 28/03/2024 |
| Last trading day: | 15/01/2026 |
| Ratio: | 1:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 12.28 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.59 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.46 |
| Parity: | -9.04 |
| Time value: | 1.49 |
| Break-even: | 28.83 |
| Moneyness: | 0.67 |
| Premium: | 0.58 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.08 |
| Spread %: | 5.67% |
| Delta: | 0.32 |
| Theta: | 0.00 |
| Omega: | 3.93 |
| Rho: | 0.06 |
Quote data
| Open: | 1.3600 |
|---|---|
| High: | 1.5300 |
| Low: | 1.3600 |
| Previous Close: | 1.4400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.29% | ||
|---|---|---|---|
| 1 Month | +106.76% | ||
| 3 Months | +18.60% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4900 | 1.3300 |
|---|---|---|
| 1M High / 1M Low: | 1.6500 | 0.7900 |
| 6M High / 6M Low: | 2.3400 | 0.5000 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.4020 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3343 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2495 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 144.54% | |
| Volatility 6M: | 157.94% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
