HSBC Call 25 FRE 18.09.2024
/ DE000HS2JEF8
HSBC Call 25 FRE 18.09.2024/ DE000HS2JEF8 /
29/08/2024 12:35:45 |
Chg.+0.030 |
Bid29/08/2024 |
Ask29/08/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
0.840EUR |
+3.70% |
- Bid Size: - |
- Ask Size: - |
FRESENIUS SE+CO.KGAA... |
25.00 - |
18/09/2024 |
Call |
Master data
WKN: |
HS2JEF |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
FRESENIUS SE+CO.KGAA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
25.00 - |
Maturity: |
18/09/2024 |
Issue date: |
19/10/2023 |
Last trading day: |
29/08/2024 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
3.86 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.82 |
Intrinsic value: |
0.82 |
Implied volatility: |
1.34 |
Historic volatility: |
0.23 |
Parity: |
0.82 |
Time value: |
0.04 |
Break-even: |
33.60 |
Moneyness: |
1.33 |
Premium: |
0.01 |
Premium p.a.: |
0.46 |
Spread abs.: |
0.02 |
Spread %: |
2.38% |
Delta: |
0.91 |
Theta: |
-0.06 |
Omega: |
3.52 |
Rho: |
0.01 |
Quote data
Open: |
0.810 |
High: |
0.840 |
Low: |
0.810 |
Previous Close: |
0.810 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
0.00% |
1 Month |
|
|
+40.00% |
3 Months |
|
|
+47.37% |
YTD |
|
|
+64.71% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
- |
- |
1M High / 1M Low: |
0.840 |
0.580 |
6M High / 6M Low: |
0.840 |
0.182 |
High (YTD): |
29/08/2024 |
0.840 |
Low (YTD): |
03/04/2024 |
0.182 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
- |
Avg. volume 1W: |
|
- |
Avg. price 1M: |
|
0.701 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.445 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
60.89% |
Volatility 6M: |
|
116.19% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |