HSBC WAR. CALL 01/25 EBA/ DE000HS2R861 /
12/07/2024 21:36:09 | Chg.+0.0400 | Bid21:59:58 | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.4200EUR | +2.90% | 1.4100 Bid Size: 50,000 |
- Ask Size: - |
eBay Inc | 40.00 USD | 17/01/2025 | Call |
Master data
WKN: | HS2R86 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | eBay Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 40.00 USD |
Maturity: | 17/01/2025 |
Issue date: | 31/10/2023 |
Last trading day: | 16/01/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.60 |
Leverage: | Yes |
Calculated values
Fair value: | 1.38 |
---|---|
Intrinsic value: | 1.30 |
Implied volatility: | 0.25 |
Historic volatility: | 0.24 |
Parity: | 1.30 |
Time value: | 0.08 |
Break-even: | 50.48 |
Moneyness: | 1.35 |
Premium: | 0.02 |
Premium p.a.: | 0.03 |
Spread abs.: | -0.03 |
Spread %: | -2.13% |
Delta: | 0.97 |
Theta: | -0.01 |
Omega: | 3.49 |
Rho: | 0.18 |
Quote data
Open: | 1.3900 |
---|---|
High: | 1.4200 |
Low: | 1.3900 |
Previous Close: | 1.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +9.23% | ||
---|---|---|---|
1 Month | +0.71% | ||
3 Months | +11.81% | ||
YTD | +100.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.4200 | 1.3000 |
---|---|---|
1M High / 1M Low: | 1.5500 | 1.2700 |
6M High / 6M Low: | 1.5500 | 0.5100 |
High (YTD): | 19/06/2024 | 1.5500 |
Low (YTD): | 17/01/2024 | 0.5100 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.3727 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1189 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 74.84% | |
Volatility 6M: | 88.00% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |