HSBC Call 60 NDA 18.09.2024
/ DE000HS519Q7
HSBC Call 60 NDA 18.09.2024/ DE000HS519Q7 /
2024-07-30 6:12:12 PM |
Chg.-0.14 |
Bid7:36:25 PM |
Ask7:36:25 PM |
Underlying |
Strike price |
Expiration date |
Option type |
1.10EUR |
-11.29% |
1.08 Bid Size: 10,000 |
1.15 Ask Size: 10,000 |
AURUBIS AG |
60.00 EUR |
2024-09-18 |
Call |
Master data
WKN: |
HS519Q |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
AURUBIS AG |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
60.00 EUR |
Maturity: |
2024-09-18 |
Issue date: |
2024-02-26 |
Last trading day: |
2024-09-17 |
Ratio: |
10:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
5.52 |
Leverage: |
Yes |
Calculated values
Fair value: |
1.22 |
Intrinsic value: |
1.17 |
Implied volatility: |
0.50 |
Historic volatility: |
0.32 |
Parity: |
1.17 |
Time value: |
0.13 |
Break-even: |
73.00 |
Moneyness: |
1.20 |
Premium: |
0.02 |
Premium p.a.: |
0.14 |
Spread abs.: |
0.07 |
Spread %: |
5.69% |
Delta: |
0.86 |
Theta: |
-0.03 |
Omega: |
4.75 |
Rho: |
0.07 |
Quote data
Open: |
1.16 |
High: |
1.16 |
Low: |
1.06 |
Previous Close: |
1.24 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-0.90% |
1 Month |
|
|
-23.08% |
3 Months |
|
|
-34.52% |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.24 |
1.11 |
1M High / 1M Low: |
1.98 |
1.11 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
1.19 |
Avg. volume 1W: |
|
0.00 |
Avg. price 1M: |
|
1.62 |
Avg. volume 1M: |
|
0.00 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
99.13% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |