HSBC Call 22 GLJ 18.06.2025
/ DE000HS2BN36
HSBC Call 22 GLJ 18.06.2025/ DE000HS2BN36 /
03/09/2024 08:32:21 |
Chg.-0.010 |
Bid08:39:22 |
Ask08:39:22 |
Underlying |
Strike price |
Expiration date |
Option type |
0.460EUR |
-2.13% |
0.460 Bid Size: 100,000 |
0.510 Ask Size: 100,000 |
GRENKE AG NA O.N. |
22.00 EUR |
18/06/2025 |
Call |
Master data
WKN: |
HS2BN3 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
GRENKE AG NA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
22.00 EUR |
Maturity: |
18/06/2025 |
Issue date: |
22/09/2023 |
Last trading day: |
17/06/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.37 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.51 |
Intrinsic value: |
0.34 |
Implied volatility: |
0.42 |
Historic volatility: |
0.32 |
Parity: |
0.34 |
Time value: |
0.25 |
Break-even: |
27.80 |
Moneyness: |
1.15 |
Premium: |
0.10 |
Premium p.a.: |
0.12 |
Spread abs.: |
0.05 |
Spread %: |
9.43% |
Delta: |
0.74 |
Theta: |
-0.01 |
Omega: |
3.23 |
Rho: |
0.10 |
Quote data
Open: |
0.460 |
High: |
0.460 |
Low: |
0.460 |
Previous Close: |
0.470 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-22.03% |
1 Month |
|
|
-32.35% |
3 Months |
|
|
+76.92% |
YTD |
|
|
-22.03% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.590 |
0.470 |
1M High / 1M Low: |
0.720 |
0.470 |
6M High / 6M Low: |
0.790 |
0.210 |
High (YTD): |
30/07/2024 |
0.790 |
Low (YTD): |
14/06/2024 |
0.210 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.544 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.593 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.439 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
103.86% |
Volatility 6M: |
|
174.22% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |