HSBC WAR. CALL 06/26 NDA/ DE000HS6GLR5 /
| 6/28/2024 9:35:59 AM | Chg.+0.0100 | Bid10:13:42 AM | Ask10:13:42 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0300EUR | +0.50% | 1.9900 Bid Size: 25,000 |
2.0200 Ask Size: 25,000 |
AURUBIS AG | 65.00 EUR | 6/17/2026 | Call |
Master data
| WKN: | HS6GLR |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 6/17/2026 |
| Issue date: | 5/13/2024 |
| Last trading day: | 6/16/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.97 |
|---|---|
| Intrinsic value: | 0.86 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.32 |
| Parity: | 0.86 |
| Time value: | 1.17 |
| Break-even: | 85.20 |
| Moneyness: | 1.13 |
| Premium: | 0.16 |
| Premium p.a.: | 0.08 |
| Spread abs.: | 0.05 |
| Spread %: | 2.54% |
| Delta: | 0.74 |
| Theta: | -0.01 |
| Omega: | 2.70 |
| Rho: | 0.68 |
Quote data
| Open: | 2.0200 |
|---|---|
| High: | 2.0300 |
| Low: | 2.0200 |
| Previous Close: | 2.0200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -3.79% | ||
|---|---|---|---|
| 1 Month | -12.12% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2100 | 2.0200 |
|---|---|---|
| 1M High / 1M Low: | 2.3400 | 1.8200 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.1260 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0722 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 77.13% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
