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HSBC Call 450 MUV2 16.12.2026/  DE000HS2SW77  /

EUWAX
2024-11-15  8:26:34 AM Chg.+0.18 Bid10:00:06 PM Ask10:00:06 PM Underlying Strike price Expiration date Option type
6.28EUR +2.95% -
Bid Size: -		 -
Ask Size: -		 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: 7.34
Leverage: Yes

Calculated values

Fair value: 7.83
Intrinsic value: 2.21
Implied volatility: 0.13
Historic volatility: 0.19
Parity: 2.21
Time value: 4.22
Break-even: 514.30
Moneyness: 1.05
Premium: 0.09
Premium p.a.: 0.04
Spread abs.: 0.05
Spread %: 0.78%
Delta: 0.75
Theta: -0.04
Omega: 5.54
Rho: 6.08
 

Quote data

Open: 6.28
High: 6.28
Low: 6.28
Previous Close: 6.10
Turnover: 0.00
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -0.16%
1 Month
  -32.40%
3 Months  
+2.78%
YTD  
+153.23%
1 Year  
+119.58%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 6.93 6.10
1M High / 1M Low: 9.29 6.10
6M High / 6M Low: 9.29 4.50
High (YTD): 2024-10-16 9.29
Low (YTD): 2024-01-02 2.49
52W High: 2024-10-16 9.29
52W Low: 2023-12-29 2.48
Avg. price 1W:   6.43
Avg. volume 1W:   0.00
Avg. price 1M:   7.04
Avg. volume 1M:   0.00
Avg. price 6M:   7.05
Avg. volume 6M:   0.00
Avg. price 1Y:   5.52
Avg. volume 1Y:   .10
Volatility 1M:   92.66%
Volatility 6M:   89.37%
Volatility 1Y:   93.98%
Volatility 3Y:   -