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HSBC Call 400 MUV2 16.12.2026/  DE000HS2SW69  /

Frankfurt Zert./HSBC
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:   -