HSBC Call 575 MSCI 20.09.2024
/ DE000HS2BH34
HSBC Call 575 MSCI 20.09.2024/ DE000HS2BH34 /
2024-08-09 12:01:03 PM |
Chg.-0.010 |
Bid12:18:03 PM |
Ask12:18:03 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.043EUR |
-18.87% |
0.042 Bid Size: 50,000 |
0.072 Ask Size: 50,000 |
MSCI Inc |
575.00 USD |
2024-09-20 |
Call |
Master data
WKN: |
HS2BH3 |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
MSCI Inc |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
575.00 USD |
Maturity: |
2024-09-20 |
Issue date: |
2023-09-22 |
Last trading day: |
2024-09-19 |
Ratio: |
100:1 |
Exercise type: |
American |
Quanto: |
No |
Gearing: |
73.67 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.04 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.30 |
Historic volatility: |
0.25 |
Parity: |
-0.41 |
Time value: |
0.07 |
Break-even: |
533.40 |
Moneyness: |
0.92 |
Premium: |
0.10 |
Premium p.a.: |
1.24 |
Spread abs.: |
0.02 |
Spread %: |
29.41% |
Delta: |
0.24 |
Theta: |
-0.19 |
Omega: |
17.72 |
Rho: |
0.13 |
Quote data
Open: |
0.042 |
High: |
0.045 |
Low: |
0.042 |
Previous Close: |
0.053 |
Turnover: |
0.000 |
Market phase: |
PRE CALL |
All quotes in EUR
Performance
1 Week |
|
|
-31.75% |
1 Month |
|
|
+65.38% |
3 Months |
|
|
-39.44% |
YTD |
|
|
-92.18% |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
0.063 |
0.032 |
1M High / 1M Low: |
0.082 |
0.019 |
6M High / 6M Low: |
0.640 |
0.017 |
High (YTD): |
2024-01-30 |
0.730 |
Low (YTD): |
2024-07-04 |
0.017 |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.052 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
0.048 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
0.183 |
Avg. volume 6M: |
|
0.000 |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
707.35% |
Volatility 6M: |
|
398.88% |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |