HSBC Call 24 LXS 17.12.2025
/ DE000HS2SVN7
HSBC Call 24 LXS 17.12.2025/ DE000HS2SVN7 /
06/09/2024 21:35:47 |
Chg.-0.070 |
Bid06/09/2024 |
Ask06/09/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.450EUR |
-13.46% |
0.450 Bid Size: 20,000 |
0.490 Ask Size: 20,000 |
LANXESS AG |
24.00 EUR |
17/12/2025 |
Call |
Master data
WKN: |
HS2SVN |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
LANXESS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
24.00 EUR |
Maturity: |
17/12/2025 |
Issue date: |
02/11/2023 |
Last trading day: |
16/12/2025 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.93 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.48 |
Intrinsic value: |
0.02 |
Implied volatility: |
0.40 |
Historic volatility: |
0.39 |
Parity: |
0.02 |
Time value: |
0.47 |
Break-even: |
28.90 |
Moneyness: |
1.01 |
Premium: |
0.20 |
Premium p.a.: |
0.15 |
Spread abs.: |
0.04 |
Spread %: |
8.89% |
Delta: |
0.63 |
Theta: |
-0.01 |
Omega: |
3.13 |
Rho: |
0.13 |
Quote data
Open: |
0.510 |
High: |
0.510 |
Low: |
0.440 |
Previous Close: |
0.520 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
-15.09% |
1 Month |
|
|
+45.16% |
3 Months |
|
|
+4.65% |
YTD |
|
|
-47.06% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.520 |
0.450 |
1M High / 1M Low: |
0.530 |
0.310 |
6M High / 6M Low: |
0.800 |
0.300 |
High (YTD): |
02/01/2024 |
0.820 |
Low (YTD): |
07/08/2024 |
0.300 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.476 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.443 |
Avg. volume 1M: |
|
50 |
Avg. price 6M: |
|
0.515 |
Avg. volume 6M: |
|
71.094 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
134.80% |
Volatility 6M: |
|
143.60% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |