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HSBC Call 70 CSCO 16.01.2026/  DE000HS2FVR5  /

EUWAX
11/12/2024  8:33:19 AM Chg.+0.030 Bid10:00:05 PM Ask10:00:05 PM Underlying Strike price Expiration date Option type
0.230EUR +15.00% -
Bid Size: -		 -
Ask Size: -		 Cisco Systems Inc 70.00 USD 1/16/2026 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: 1/16/2026
Issue date: 9/28/2023
Last trading day: 1/15/2026
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 22.91
Leverage: Yes

Calculated values

Fair value: 0.17
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -1.07
Time value: 0.24
Break-even: 68.05
Moneyness: 0.84
Premium: 0.24
Premium p.a.: 0.20
Spread abs.: 0.01
Spread %: 4.35%
Delta: 0.32
Theta: -0.01
Omega: 7.30
Rho: 0.18
 

Quote data

Open: 0.230
High: 0.230
Low: 0.230
Previous Close: 0.200
Turnover: 0.000
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+35.29%
1 Month  
+132.32%
3 Months  
+422.73%
YTD  
+58.62%
1 Year
  -8.00%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.210 0.170
1M High / 1M Low: 0.210 0.109
6M High / 6M Low: 0.210 0.036
High (YTD): 11/8/2024 0.210
Low (YTD): 6/19/2024 0.036
52W High: 11/15/2023 0.250
52W Low: 6/19/2024 0.036
Avg. price 1W:   0.193
Avg. volume 1W:   0.000
Avg. price 1M:   0.165
Avg. volume 1M:   0.000
Avg. price 6M:   0.075
Avg. volume 6M:   0.000
Avg. price 1Y:   0.099
Avg. volume 1Y:   0.000
Volatility 1M:   164.63%
Volatility 6M:   184.79%
Volatility 1Y:   162.79%
Volatility 3Y:   -