HSBC Call 75 NDA 17.12.2025
/ DE000HS2SW93
HSBC Call 75 NDA 17.12.2025/ DE000HS2SW93 /
| 08/07/2024 21:35:34 |
Chg.-0.020 |
Bid08/07/2024 |
Ask08/07/2024 |
Underlying |
Strike price |
Expiration date |
Option type |
| 1.520EUR |
-1.30% |
1.520
Bid Size: 10,000 |
1.570
Ask Size: 10,000 |
AURUBIS AG |
75.00 EUR |
17/12/2025 |
Call |
Master data
| WKN: |
HS2SW9 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
75.00 EUR |
| Maturity: |
17/12/2025 |
| Issue date: |
02/11/2023 |
| Last trading day: |
16/12/2025 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.99 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
1.59 |
| Intrinsic value: |
0.39 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.33 |
| Parity: |
0.39 |
| Time value: |
1.19 |
| Break-even: |
90.80 |
| Moneyness: |
1.05 |
| Premium: |
0.15 |
| Premium p.a.: |
0.10 |
| Spread abs.: |
0.05 |
| Spread %: |
3.27% |
| Delta: |
0.68 |
| Theta: |
-0.01 |
| Omega: |
3.38 |
| Rho: |
0.54 |
Quote data
| Open: |
1.490 |
| High: |
1.590 |
| Low: |
1.480 |
| Previous Close: |
1.540 |
| Turnover: |
0.000 |
| Market phase: |
CL |
All quotes in EUR
Performance
| 1 Week |
|
|
+5.56% |
| 1 Month |
|
|
+27.73% |
| 3 Months |
|
|
+55.10% |
| YTD |
|
|
+10.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
1.540 |
1.370 |
| 1M High / 1M Low: |
1.540 |
1.060 |
| 6M High / 6M Low: |
1.740 |
0.440 |
| High (YTD): |
20/05/2024 |
1.740 |
| Low (YTD): |
05/03/2024 |
0.440 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
1.462 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.289 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
1.018 |
| Avg. volume 6M: |
|
327.559 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
136.28% |
| Volatility 6M: |
|
124.21% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
