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HSBC Call 70 CSCO 16.01.2026/  DE000HS2FVR5  /

Frankfurt Zert./HSBC
2024-12-27  11:35:40 AM Chg.+0.013 Bid2024-12-27 Ask2024-12-27 Underlying Strike price Expiration date Option type
0.210EUR +6.60% 0.210
Bid Size: 100,000		 0.230
Ask Size: 100,000		 Cisco Systems Inc 70.00 USD 2026-01-16 Call
 

Master data

WKN: HS2FVR
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: Cisco Systems Inc
Type: Warrant
Option type: Call
Strike price: 70.00 USD
Maturity: 2026-01-16
Issue date: 2023-09-28
Last trading day: 2026-01-15
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 27.41
Leverage: Yes

Calculated values

Fair value: 0.15
Intrinsic value: 0.00
Implied volatility: 0.20
Historic volatility: 0.17
Parity: -0.96
Time value: 0.21
Break-even: 69.27
Moneyness: 0.86
Premium: 0.20
Premium p.a.: 0.19
Spread abs.: 0.01
Spread %: 5.00%
Delta: 0.31
Theta: -0.01
Omega: 8.43
Rho: 0.16
 

Quote data

Open: 0.210
High: 0.220
Low: 0.210
Previous Close: 0.197
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week  
+6.60%
1 Month
  -4.55%
3 Months  
+128.26%
YTD  
+45.83%
1 Year  
+42.86%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.197 0.197
1M High / 1M Low: 0.240 0.187
6M High / 6M Low: 0.250 0.037
High (YTD): 2024-11-13 0.250
Low (YTD): 2024-06-19 0.036
52W High: 2024-11-13 0.250
52W Low: 2024-06-19 0.036
Avg. price 1W:   0.197
Avg. volume 1W:   0.000
Avg. price 1M:   0.209
Avg. volume 1M:   0.000
Avg. price 6M:   0.115
Avg. volume 6M:   0.000
Avg. price 1Y:   0.108
Avg. volume 1Y:   0.000
Volatility 1M:   77.28%
Volatility 6M:   152.87%
Volatility 1Y:   136.38%
Volatility 3Y:   -