HSBC Call 60 NDA 18.06.2025
/ DE000HS519U9
HSBC Call 60 NDA 18.06.2025/ DE000HS519U9 /
2024-08-14 9:35:50 PM |
Chg.+0.040 |
Bid2024-08-14 |
Ask2024-08-14 |
Underlying |
Strike price |
Expiration date |
Option type |
1.040EUR |
+4.00% |
1.040 Bid Size: 10,000 |
1.090 Ask Size: 10,000 |
AURUBIS AG |
60.00 EUR |
2025-06-18 |
Call |
Master data
WKN: |
HS519U |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
2025-06-18 |
Issue date: |
2024-02-26 |
Last trading day: |
2025-06-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
6.07 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.04 |
Intrinsic value: |
0.37 |
Implied volatility: |
0.33 |
Historic volatility: |
0.33 |
Parity: |
0.37 |
Time value: |
0.68 |
Break-even: |
70.50 |
Moneyness: |
1.06 |
Premium: |
0.11 |
Premium p.a.: |
0.13 |
Spread abs.: |
0.05 |
Spread %: |
5.00% |
Delta: |
0.67 |
Theta: |
-0.01 |
Omega: |
4.08 |
Rho: |
0.27 |
Quote data
Open: |
1.010 |
High: |
1.060 |
Low: |
0.990 |
Previous Close: |
1.000 |
Turnover: |
0.000 |
Market phase: |
CL |
All quotes in EUR
Performance
1 Week |
|
|
+10.64% |
1 Month |
|
|
-54.59% |
3 Months |
|
|
-49.51% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.040 |
0.940 |
1M High / 1M Low: |
2.200 |
0.910 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.994 |
Avg. volume 1W: |
|
0.000 |
Avg. price 1M: |
|
1.500 |
Avg. volume 1M: |
|
0.000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
150.84% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |