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HSBC Call 450 MUV2 16.12.2026/  DE000HS2SW77  /

Frankfurt Zert./HSBC
2024-06-28  9:35:40 PM Chg.-0.070 Bid9:59:45 PM Ask9:59:45 PM Underlying Strike price Expiration date Option type
7.360EUR -0.94% 7.420
Bid Size: 10,000		 7.490
Ask Size: 10,000		 MUENCH.RUECKVERS.VNA... 450.00 EUR 2026-12-16 Call
 

Master data

WKN: HS2SW7
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MUENCH.RUECKVERS.VNA O.N.
Type: Warrant
Option type: Call
Strike price: 450.00 EUR
Maturity: 2026-12-16
Issue date: 2023-11-02
Last trading day: 2026-12-15
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.24
Leverage: Yes

Calculated values

Fair value: 8.13
Intrinsic value: 1.83
Implied volatility: 0.15
Historic volatility: 0.17
Parity: 1.83
Time value: 5.68
Break-even: 525.10
Moneyness: 1.04
Premium: 0.12
Premium p.a.: 0.05
Spread abs.: 0.07
Spread %: 0.94%
Delta: 0.75
Theta: -0.05
Omega: 4.68
Rho: 6.83
 

Quote data

Open: 7.460
High: 7.740
Low: 7.360
Previous Close: 7.430
Turnover: 0.000
Market phase: CL
 
  All quotes in EUR

Performance

1 Week  
+2.65%
1 Month  
+6.36%
3 Months  
+25.81%
YTD  
+197.98%
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 7.430 7.310
1M High / 1M Low: 7.430 6.410
6M High / 6M Low: 7.430 2.470
High (YTD): 2024-06-27 7.430
Low (YTD): 2024-01-09 2.500
52W High: - -
52W Low: - -
Avg. price 1W:   7.368
Avg. volume 1W:   0.000
Avg. price 1M:   7.050
Avg. volume 1M:   0.000
Avg. price 6M:   4.899
Avg. volume 6M:   15.630
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   56.49%
Volatility 6M:   92.89%
Volatility 1Y:   -
Volatility 3Y:   -