HSBC WAR. CALL 12/26 1NC/ DE000HS5RC61 /
04/09/2024 19:35:06 | Chg.-0.1000 | Bid20:18:50 | Ask20:18:50 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.1400EUR | -8.06% | 1.1100 Bid Size: 25,000 |
1.2300 Ask Size: 25,000 |
Norwegian Cruise Lin... | 35.00 USD | 18/12/2026 | Call |
Master data
WKN: | HS5RC6 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Norwegian Cruise Line Holdings Ltd |
Type: | Warrant |
Option type: | Call |
Strike price: | 35.00 USD |
Maturity: | 18/12/2026 |
Issue date: | 28/03/2024 |
Last trading day: | 17/12/2026 |
Ratio: | 1:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 12.36 |
Leverage: | Yes |
Calculated values
Fair value: | 1.53 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.43 |
Historic volatility: | 0.46 |
Parity: | -15.73 |
Time value: | 1.29 |
Break-even: | 32.97 |
Moneyness: | 0.50 |
Premium: | 1.07 |
Premium p.a.: | 0.37 |
Spread abs.: | 0.12 |
Spread %: | 10.26% |
Delta: | 0.27 |
Theta: | 0.00 |
Omega: | 3.37 |
Rho: | 0.07 |
Quote data
Open: | 1.0900 |
---|---|
High: | 1.1400 |
Low: | 1.0900 |
Previous Close: | 1.2400 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -15.56% | ||
---|---|---|---|
1 Month | +0.89% | ||
3 Months | -28.30% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3800 | 1.1800 |
---|---|---|
1M High / 1M Low: | 1.3800 | 0.7600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.2920 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9941 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 135.61% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |