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HSBC Call 380 MUV2 16.12.2026/  DE000HS2SW51  /

Frankfurt Zert./HSBC
2024-08-05  2:35:30 PM Chg.-0.910 Bid2:45:18 PM Ask2:45:18 PM Underlying Strike price Expiration date Option type
8.420EUR -9.75% 8.420
Bid Size: 10,000		 8.470
Ask Size: 10,000		 MUENCH.RUECKVERS.VNA... 380.00 EUR 2026-12-16 Call
 

Master data

WKN: HS2SW5
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 380.00 EUR
Maturity: 2026-12-16
Issue date: 2023-11-02
Last trading day: 2026-12-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 4.64
Leverage: Yes

Calculated values

Fair value: 10.01
Intrinsic value: 5.63
Implied volatility: 0.14
Historic volatility: 0.18
Parity: 5.63
Time value: 3.78
Break-even: 474.10
Moneyness: 1.15
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.07
Spread %: 0.75%
Delta: 0.87
Theta: -0.04
Omega: 4.04
Rho: 6.77
 

Quote data

Open: 8.320
High: 8.810
Low: 7.940
Previous Close: 9.330
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -20.27%
1 Month
  -17.21%
3 Months  
+17.11%
YTD  
+68.40%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 10.920 9.330
1M High / 1M Low: 11.580 9.330
6M High / 6M Low: 12.070 6.120
High (YTD): 2024-07-01 12.070
Low (YTD): 2024-01-02 5.050
52W High: - -
52W Low: - -
Avg. price 1W:   10.294
Avg. volume 1W:   0.000
Avg. price 1M:   10.742
Avg. volume 1M:   0.000
Avg. price 6M:   9.591
Avg. volume 6M:   2.976
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   66.53%
Volatility 6M:   71.91%
Volatility 1Y:   -
Volatility 3Y:   -