HSBC Call 90 NDA 17.12.2025
/ DE000HS2SWB0
HSBC Call 90 NDA 17.12.2025/ DE000HS2SWB0 /
| 2024-07-08 4:35:55 PM |
Chg.+0.020 |
Bid4:42:14 PM |
Ask4:42:14 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.900EUR |
+2.27% |
0.890
Bid Size: 25,000 |
0.920
Ask Size: 25,000 |
AURUBIS AG |
90.00 EUR |
2025-12-17 |
Call |
Master data
| WKN: |
HS2SWB |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
AURUBIS AG |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
90.00 EUR |
| Maturity: |
2025-12-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
8.58 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.98 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.31 |
| Historic volatility: |
0.33 |
| Parity: |
-1.11 |
| Time value: |
0.92 |
| Break-even: |
99.20 |
| Moneyness: |
0.88 |
| Premium: |
0.26 |
| Premium p.a.: |
0.17 |
| Spread abs.: |
0.05 |
| Spread %: |
5.75% |
| Delta: |
0.49 |
| Theta: |
-0.01 |
| Omega: |
4.20 |
| Rho: |
0.43 |
Quote data
| Open: |
0.840 |
| High: |
0.920 |
| Low: |
0.840 |
| Previous Close: |
0.880 |
| Turnover: |
0.000 |
| Market phase: |
PRE CALL |
All quotes in EUR
Performance
| 1 Week |
|
|
+11.11% |
| 1 Month |
|
|
+40.63% |
| 3 Months |
|
|
+73.08% |
| YTD |
|
|
+7.14% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.880 |
0.760 |
| 1M High / 1M Low: |
0.880 |
0.560 |
| 6M High / 6M Low: |
1.050 |
0.192 |
| High (YTD): |
2024-05-20 |
1.050 |
| Low (YTD): |
2024-03-05 |
0.192 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.826 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
0.711 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
0.554 |
| Avg. volume 6M: |
|
17.874 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
178.75% |
| Volatility 6M: |
|
155.83% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
