HSBC Call 400 MUV2 16.12.2026
/ DE000HS2SW69
HSBC Call 400 MUV2 16.12.2026/ DE000HS2SW69 /
2024-09-10 12:50:46 PM |
Chg.+0.080 |
Bid1:04:09 PM |
Ask1:04:09 PM |
Underlying |
Strike price |
Expiration date |
Option type |
11.340EUR |
+0.71% |
11.380 Bid Size: 50,000 |
11.430 Ask Size: 50,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
2026-12-16 |
Call |
Master data
WKN: |
HS2SW6 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
400.00 EUR |
Maturity: |
2026-12-16 |
Issue date: |
2023-11-02 |
Last trading day: |
2026-12-15 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
4.25 |
Leverage: |
Yes |
Calculated values
Fair value: |
12.35 |
Intrinsic value: |
8.23 |
Implied volatility: |
0.09 |
Historic volatility: |
0.19 |
Parity: |
8.23 |
Time value: |
3.12 |
Break-even: |
513.50 |
Moneyness: |
1.21 |
Premium: |
0.06 |
Premium p.a.: |
0.03 |
Spread abs.: |
0.07 |
Spread %: |
0.62% |
Delta: |
0.98 |
Theta: |
-0.04 |
Omega: |
4.16 |
Rho: |
8.13 |
Quote data
Open: |
11.160 |
High: |
11.340 |
Low: |
11.070 |
Previous Close: |
11.260 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-7.65% |
1 Month |
|
|
+41.75% |
3 Months |
|
|
+11.61% |
YTD |
|
|
+185.64% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
12.330 |
10.880 |
1M High / 1M Low: |
12.330 |
8.070 |
6M High / 6M Low: |
12.330 |
5.880 |
High (YTD): |
2024-09-05 |
12.330 |
Low (YTD): |
2024-01-02 |
4.010 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
11.772 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
10.586 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
9.071 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
65.27% |
Volatility 6M: |
|
78.13% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |