HSBC WAR. CALL 12/26 1NC/ DE000HS5RC04 /
2024-09-04 9:37:02 PM | Chg.-0.2200 | Bid9:59:57 PM | Ask9:59:57 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
3.8800EUR | -5.37% | 3.8400 Bid Size: 25,000 |
3.9600 Ask Size: 25,000 |
Norwegian Cruise Lin... | 20.00 USD | 2026-12-18 | Call |
Master data
WKN: | HS5RC0 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 20.00 USD |
Maturity: | 2026-12-18 |
Issue date: | 2024-03-28 |
Last trading day: | 2026-12-17 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.84 |
Leverage: | Yes |
Calculated values
Fair value: | 4.07 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.47 |
Historic volatility: | 0.46 |
Parity: | -2.15 |
Time value: | 4.15 |
Break-even: | 22.25 |
Moneyness: | 0.88 |
Premium: | 0.40 |
Premium p.a.: | 0.16 |
Spread abs.: | 0.12 |
Spread %: | 2.98% |
Delta: | 0.61 |
Theta: | 0.00 |
Omega: | 2.36 |
Rho: | 0.13 |
Quote data
Open: | 3.9100 |
---|---|
High: | 3.9200 |
Low: | 3.8800 |
Previous Close: | 4.1000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.40% | ||
---|---|---|---|
1 Month | +11.82% | ||
3 Months | -17.62% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 4.2400 | 4.1000 |
---|---|---|
1M High / 1M Low: | 4.4300 | 3.0500 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 4.1700 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 3.5718 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 92.69% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |