HSBC WAR. CALL 12/26 1NC/ DE000HS5RBZ8 /
| 13/06/2024 21:35:44 | Chg.-0.130 | Bid21:59:54 | Ask21:59:54 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 5.800EUR | -2.19% | 5.780 Bid Size: 25,000 |
5.900 Ask Size: 25,000 |
Norwegian Cruise Lin... | 17.00 USD | 18/12/2026 | Call |
Master data
| WKN: | HS5RBZ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Norwegian Cruise Line Holdings Ltd |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 17.00 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: | 2.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 5.67 |
|---|---|
| Intrinsic value: | 0.93 |
| Implied volatility: | 0.50 |
| Historic volatility: | 0.46 |
| Parity: | 0.93 |
| Time value: | 5.08 |
| Break-even: | 21.73 |
| Moneyness: | 1.06 |
| Premium: | 0.30 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.12 |
| Spread %: | 2.04% |
| Delta: | 0.72 |
| Theta: | 0.00 |
| Omega: | 2.00 |
| Rho: | 0.15 |
Quote data
| Open: | 5.930 |
|---|---|
| High: | 5.930 |
| Low: | 5.730 |
| Previous Close: | 5.930 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.97% | ||
|---|---|---|---|
| 1 Month | +21.85% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 6.040 | 5.750 |
|---|---|---|
| 1M High / 1M Low: | 6.260 | 4.540 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 5.888 | |
| Avg. volume 1W: | 0.000 | |
| Avg. price 1M: | 5.193 | |
| Avg. volume 1M: | 0.000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 88.88% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
