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HSBC Call 80 NDA 17.12.2025/  DE000HS2SWA2  /

Frankfurt Zert./HSBC
11/14/2024  11:35:15 AM Chg.-0.010 Bid11:48:47 AM Ask11:48:47 AM Underlying Strike price Expiration date Option type
1.040EUR -0.95% 1.060
Bid Size: 25,000		 1.090
Ask Size: 25,000		 AURUBIS AG 80.00 EUR 12/17/2025 Call
 

Master data

WKN: HS2SWA
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: AURUBIS AG
Type: Warrant
Option type: Call
Strike price: 80.00 EUR
Maturity: 12/17/2025
Issue date: 11/2/2023
Last trading day: 12/16/2025
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 7.02
Leverage: Yes

Calculated values

Fair value: 1.14
Intrinsic value: 0.00
Implied volatility: 0.35
Historic volatility: 0.36
Parity: -0.28
Time value: 1.10
Break-even: 91.00
Moneyness: 0.97
Premium: 0.18
Premium p.a.: 0.16
Spread abs.: 0.05
Spread %: 4.76%
Delta: 0.57
Theta: -0.02
Omega: 4.00
Rho: 0.36
 

Quote data

Open: 1.050
High: 1.130
Low: 1.030
Previous Close: 1.050
Turnover: 0.000
Market phase: PRE CALL
 
  All quotes in EUR

Performance

1 Week
  -18.11%
1 Month  
+173.68%
3 Months  
+126.09%
YTD
  -11.11%
1 Year
  -36.59%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 1.300 0.990
1M High / 1M Low: 1.300 0.350
6M High / 6M Low: 1.450 0.310
High (YTD): 5/20/2024 1.450
Low (YTD): 10/8/2024 0.310
52W High: 11/15/2023 1.730
52W Low: 10/8/2024 0.310
Avg. price 1W:   1.176
Avg. volume 1W:   0.000
Avg. price 1M:   0.769
Avg. volume 1M:   0.000
Avg. price 6M:   0.799
Avg. volume 6M:   10.606
Avg. price 1Y:   0.842
Avg. volume 1Y:   9.152
Volatility 1M:   235.10%
Volatility 6M:   179.85%
Volatility 1Y:   154.25%
Volatility 3Y:   -