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HSBC Call 625 MSCI 20.12.2024/  DE000HS2BHB7  /

EUWAX
11/19/2024  8:29:42 AM Chg.-0.005 Bid7:00:15 PM Ask7:00:15 PM Underlying Strike price Expiration date Option type
0.050EUR -9.09% 0.069
Bid Size: 50,000		 0.084
Ask Size: 50,000		 MSCI Inc 625.00 USD 12/20/2024 Call
 

Master data

WKN: HS2BHB
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: MSCI Inc
Type: Warrant
Option type: Call
Strike price: 625.00 USD
Maturity: 12/20/2024
Issue date: 9/22/2023
Last trading day: 12/19/2024
Ratio: 100:1
Exercise type: American
Quanto: No
Gearing: 81.14
Leverage: Yes

Calculated values

Fair value: 0.06
Intrinsic value: 0.00
Implied volatility: 0.26
Historic volatility: 0.25
Parity: -0.30
Time value: 0.07
Break-even: 596.82
Moneyness: 0.95
Premium: 0.07
Premium p.a.: 1.12
Spread abs.: 0.02
Spread %: 27.78%
Delta: 0.27
Theta: -0.24
Omega: 22.04
Rho: 0.12
 

Quote data

Open: 0.050
High: 0.050
Low: 0.050
Previous Close: 0.055
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week
  -19.35%
1 Month
  -74.49%
3 Months
  -59.68%
YTD
  -88.89%
1 Year
  -84.85%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.109 0.055
1M High / 1M Low: 0.187 0.023
6M High / 6M Low: 0.230 0.023
High (YTD): 1/31/2024 0.630
Low (YTD): 11/7/2024 0.023
52W High: 1/31/2024 0.630
52W Low: 11/7/2024 0.023
Avg. price 1W:   0.076
Avg. volume 1W:   0.000
Avg. price 1M:   0.091
Avg. volume 1M:   0.000
Avg. price 6M:   0.092
Avg. volume 6M:   0.000
Avg. price 1Y:   0.203
Avg. volume 1Y:   0.000
Volatility 1M:   599.57%
Volatility 6M:   348.67%
Volatility 1Y:   285.99%
Volatility 3Y:   -