HSBC Call 10.5 CBK 18.09.2024
/ DE000HS1FSY9
HSBC Call 10.5 CBK 18.09.2024/ DE000HS1FSY9 /
2024-08-23 9:35:41 PM |
Chg.+0.010 |
Bid2024-08-23 |
Ask2024-08-23 |
Underlying |
Strike price |
Expiration date |
Option type |
0.260EUR |
+4.00% |
0.260 Bid Size: 50,000 |
0.270 Ask Size: 50,000 |
COMMERZBANK AG |
10.50 EUR |
2024-09-18 |
Call |
Master data
WKN: |
HS1FSY |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
COMMERZBANK AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
10.50 EUR |
Maturity: |
2024-09-18 |
Issue date: |
2023-08-23 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.85 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.26 |
Intrinsic value: |
0.26 |
Implied volatility: |
0.63 |
Historic volatility: |
0.29 |
Parity: |
0.26 |
Time value: |
0.01 |
Break-even: |
13.20 |
Moneyness: |
1.25 |
Premium: |
0.01 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.01 |
Spread %: |
3.85% |
Delta: |
0.92 |
Theta: |
-0.01 |
Omega: |
4.48 |
Rho: |
0.01 |
Quote data
Open: |
0.250 |
High: |
0.270 |
Low: |
0.250 |
Previous Close: |
0.250 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+13.04% |
1 Month |
|
|
-45.83% |
3 Months |
|
|
-50.94% |
YTD |
|
|
+91.18% |
1 Year |
|
|
+85.71% |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.260 |
0.210 |
1M High / 1M Low: |
0.480 |
0.187 |
6M High / 6M Low: |
0.540 |
0.106 |
High (YTD): |
2024-05-30 |
0.540 |
Low (YTD): |
2024-02-08 |
0.100 |
52W High: |
2024-05-30 |
0.540 |
52W Low: |
2023-09-07 |
0.088 |
Avg. price 1W: |
|
0.236 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.292 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.342 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
0.240 |
Avg. volume 1Y: |
|
0.000 |
Volatility 1M: |
|
160.62% |
Volatility 6M: |
|
108.53% |
Volatility 1Y: |
|
124.16% |
Volatility 3Y: |
|
- |