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HSBC Call 15 NDX1 18.12.2024/  DE000HS0SJS5  /

Frankfurt Zert./HSBC
11/5/2024  10:05:46 AM Chg.-0.010 Bid11/5/2024 Ask11/5/2024 Underlying Strike price Expiration date Option type
0.032EUR -23.81% 0.032
Bid Size: 50,000		 0.048
Ask Size: 50,000		 NORDEX SE O.N. 15.00 EUR 12/18/2024 Call
 

Master data

WKN: HS0SJS
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: NORDEX SE O.N.
Type: Warrant
Option type: Call
Strike price: 15.00 EUR
Maturity: 12/18/2024
Issue date: 7/17/2023
Last trading day: 12/17/2024
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 19.80
Leverage: Yes

Calculated values

Fair value: 0.03
Intrinsic value: 0.00
Implied volatility: 0.63
Historic volatility: 0.40
Parity: -0.13
Time value: 0.07
Break-even: 15.69
Moneyness: 0.91
Premium: 0.15
Premium p.a.: 2.24
Spread abs.: 0.03
Spread %: 60.47%
Delta: 0.38
Theta: -0.01
Omega: 7.49
Rho: 0.01
 

Quote data

Open: 0.040
High: 0.041
Low: 0.029
Previous Close: 0.042
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -28.89%
1 Month
  -37.25%
3 Months
  -33.33%
YTD
  -49.21%
1 Year
  -57.33%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.045 0.030
1M High / 1M Low: 0.064 0.030
6M High / 6M Low: 0.240 0.030
High (YTD): 5/14/2024 0.240
Low (YTD): 2/23/2024 0.021
52W High: 5/14/2024 0.240
52W Low: 2/23/2024 0.021
Avg. price 1W:   0.036
Avg. volume 1W:   0.000
Avg. price 1M:   0.044
Avg. volume 1M:   0.000
Avg. price 6M:   0.098
Avg. volume 6M:   0.000
Avg. price 1Y:   0.081
Avg. volume 1Y:   0.000
Volatility 1M:   290.05%
Volatility 6M:   260.27%
Volatility 1Y:   257.28%
Volatility 3Y:   -