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HSBC Call 2800 TDXP 20.12.2024/  DE000HS21SM5  /

Frankfurt Zert./HSBC
10/18/2024  9:35:18 PM Chg.+0.080 Bid9:55:45 PM Ask9:55:45 PM Underlying Strike price Expiration date Option type
6.540EUR +1.24% 6.550
Bid Size: 10,000		 6.600
Ask Size: 10,000		 TECDAX 2,800.00 EUR 12/20/2024 Call
 

Master data

WKN: HS21SM
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: TECDAX
Type: Warrant
Option type: Call
Strike price: 2,800.00 EUR
Maturity: 12/20/2024
Issue date: 10/3/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: European
Quanto: -
Gearing: 5.25
Leverage: Yes

Calculated values

Fair value: 6.39
Intrinsic value: 6.23
Implied volatility: 0.34
Historic volatility: 0.14
Parity: 6.23
Time value: 0.29
Break-even: 3,452.00
Moneyness: 1.22
Premium: 0.01
Premium p.a.: 0.05
Spread abs.: 0.05
Spread %: 0.77%
Delta: 0.94
Theta: -0.69
Omega: 4.93
Rho: 4.42
 

Quote data

Open: 6.450
High: 6.710
Low: 6.420
Previous Close: 6.460
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+4.81%
1 Month  
+16.58%
3 Months  
+7.04%
YTD
  -8.27%
1 Year  
+58.74%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.500 6.130
1M High / 1M Low: 6.620 5.090
6M High / 6M Low: 7.490 4.850
High (YTD): 3/7/2024 8.140
Low (YTD): 8/7/2024 4.850
52W High: 3/7/2024 8.140
52W Low: 10/30/2023 3.230
Avg. price 1W:   6.312
Avg. volume 1W:   0.000
Avg. price 1M:   5.936
Avg. volume 1M:   0.000
Avg. price 6M:   6.120
Avg. volume 6M:   3.277
Avg. price 1Y:   6.248
Avg. volume 1Y:   2.355
Volatility 1M:   90.01%
Volatility 6M:   72.92%
Volatility 1Y:   67.47%
Volatility 3Y:   -