HSBC Call 70 NDA 17.12.2025
/ DE000HS48136
HSBC Call 70 NDA 17.12.2025/ DE000HS48136 /
| 16/07/2024 17:05:21 |
Chg.-0.14 |
Bid17:21:27 |
Ask17:21:27 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.60EUR |
-8.05% |
1.61
Bid Size: 10,000 |
1.64
Ask Size: 10,000 |
AURUBIS AG |
70.00 EUR |
17/12/2025 |
Call |
Master data
| WKN: |
HS4813 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
70.00 EUR |
| Maturity: |
17/12/2025 |
| Issue date: |
16/01/2024 |
| Last trading day: |
16/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.36 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.78 |
| Intrinsic value: |
0.81 |
| Implied volatility: |
0.33 |
| Historic volatility: |
0.32 |
| Parity: |
0.81 |
| Time value: |
0.99 |
| Break-even: |
87.90 |
| Moneyness: |
1.12 |
| Premium: |
0.13 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.05 |
| Spread %: |
2.87% |
| Delta: |
0.73 |
| Theta: |
-0.01 |
| Omega: |
3.17 |
| Rho: |
0.55 |
Quote data
| Open: |
1.72 |
| High: |
1.72 |
| Low: |
1.55 |
| Previous Close: |
1.74 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-11.11% |
| 1 Month |
|
|
+22.14% |
| 3 Months |
|
|
+15.11% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.87 |
1.74 |
| 1M High / 1M Low: |
1.87 |
1.37 |
| 6M High / 6M Low: |
2.04 |
0.57 |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.82 |
| Avg. volume 1W: |
|
0.00 |
| Avg. price 1M: |
|
1.67 |
| Avg. volume 1M: |
|
0.00 |
| Avg. price 6M: |
|
1.26 |
| Avg. volume 6M: |
|
31.50 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
118.72% |
| Volatility 6M: |
|
109.01% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
