HSBC WAR. CALL 01/26 B1C/ DE000HS2FV24 /
| 18/10/2024 21:37:47 | Chg.+0.0600 | Bid21:59:31 | Ask21:59:31 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6600EUR | +10.00% | 0.6400 Bid Size: 50,000 |
0.6600 Ask Size: 50,000 |
Baidu Inc | 150.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FV2 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Baidu Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 150.00 USD |
| Maturity: | 16/01/2026 |
| Issue date: | 28/09/2023 |
| Last trading day: | 15/01/2026 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 13.16 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.31 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.36 |
| Parity: | -5.12 |
| Time value: | 0.66 |
| Break-even: | 144.62 |
| Moneyness: | 0.63 |
| Premium: | 0.67 |
| Premium p.a.: | 0.51 |
| Spread abs.: | 0.02 |
| Spread %: | 3.13% |
| Delta: | 0.29 |
| Theta: | -0.02 |
| Omega: | 3.87 |
| Rho: | 0.24 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.6900 |
| Low: | 0.6600 |
| Previous Close: | 0.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -34.00% | ||
|---|---|---|---|
| 1 Month | +60.98% | ||
| 3 Months | -9.59% | ||
| YTD | -68.12% | ||
| 1 Year | -67.80% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.6000 |
|---|---|---|
| 1M High / 1M Low: | 1.4400 | 0.4000 |
| 6M High / 6M Low: | 1.7700 | 0.3600 |
| High (YTD): | 05/01/2024 | 2.1300 |
| Low (YTD): | 10/09/2024 | 0.3600 |
| 52W High: | 27/11/2023 | 2.5100 |
| 52W Low: | 10/09/2024 | 0.3600 |
| Avg. price 1W: | 0.6800 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.8673 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8348 | |
| Avg. volume 6M: | 14.4385 | |
| Avg. price 1Y: | 1.2832 | |
| Avg. volume 1Y: | 7.5430 | |
| Volatility 1M: | 290.22% | |
| Volatility 6M: | 159.34% | |
| Volatility 1Y: | 130.90% | |
| Volatility 3Y: | - |
