HSBC WAR. CALL 01/25 E0P/ DE000HS2R7Z2 /
| 2024-08-01 9:36:37 PM | Chg.-0.3400 | Bid9:59:28 PM | Ask9:59:28 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.8600EUR | -15.45% | 1.8300 Bid Size: 100,000 |
1.8500 Ask Size: 100,000 |
Enphase Energy Inc | 110.00 USD | 2025-01-17 | Call |
Master data
| WKN: | HS2R7Z |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Enphase Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 110.00 USD |
| Maturity: | 2025-01-17 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2025-01-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 4.95 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.92 |
|---|---|
| Intrinsic value: | 0.47 |
| Implied volatility: | 0.65 |
| Historic volatility: | 0.57 |
| Parity: | 0.47 |
| Time value: | 1.68 |
| Break-even: | 123.13 |
| Moneyness: | 1.05 |
| Premium: | 0.16 |
| Premium p.a.: | 0.37 |
| Spread abs.: | 0.02 |
| Spread %: | 0.94% |
| Delta: | 0.64 |
| Theta: | -0.06 |
| Omega: | 3.17 |
| Rho: | 0.22 |
Quote data
| Open: | 2.2400 |
|---|---|
| High: | 2.2400 |
| Low: | 1.8600 |
| Previous Close: | 2.2000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -22.50% | ||
|---|---|---|---|
| 1 Month | +40.91% | ||
| 3 Months | -9.71% | ||
| YTD | -58.20% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.4000 | 1.8600 |
|---|---|---|
| 1M High / 1M Low: | 2.5500 | 1.3200 |
| 6M High / 6M Low: | 4.5600 | 1.3200 |
| High (YTD): | 2024-02-15 | 4.5600 |
| Low (YTD): | 2024-07-02 | 1.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 2.0880 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9374 | |
| Avg. volume 1M: | 1.0870 | |
| Avg. price 6M: | 2.7546 | |
| Avg. volume 6M: | 1.7717 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 206.75% | |
| Volatility 6M: | 170.87% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
