HSBC WAR. CALL 01/26 CIS/ DE000HS2FVN4 /
| 15/10/2024 19:36:29 | Chg.0.0000 | Bid20:34:47 | Ask20:34:47 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5000EUR | 0.00% | 0.4900 Bid Size: 100,000 |
0.5000 Ask Size: 100,000 |
Cisco Systems Inc | 55.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FVN |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Cisco Systems Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 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: | 9.75 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.47 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.18 |
| Parity: | -0.07 |
| Time value: | 0.51 |
| Break-even: | 55.52 |
| Moneyness: | 0.99 |
| Premium: | 0.12 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.01 |
| Spread %: | 2.00% |
| Delta: | 0.59 |
| Theta: | -0.01 |
| Omega: | 5.78 |
| Rho: | 0.31 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5000 |
| Low: | 0.5000 |
| Previous Close: | 0.5000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +19.05% | ||
|---|---|---|---|
| 1 Month | +72.41% | ||
| 3 Months | +92.31% | ||
| YTD | +6.38% | ||
| 1 Year | -38.27% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5000 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.5000 | 0.3300 |
| 6M High / 6M Low: | 0.5000 | 0.1910 |
| High (YTD): | 29/01/2024 | 0.5500 |
| Low (YTD): | 13/08/2024 | 0.1910 |
| 52W High: | 16/10/2023 | 0.8400 |
| 52W Low: | 13/08/2024 | 0.1910 |
| Avg. price 1W: | 0.4700 | |
| Avg. volume 1W: | 102.4000 | |
| Avg. price 1M: | 0.4081 | |
| Avg. volume 1M: | 24.3810 | |
| Avg. price 6M: | 0.3025 | |
| Avg. volume 6M: | 3.9385 | |
| Avg. price 1Y: | 0.3920 | |
| Avg. volume 1Y: | 4.4078 | |
| Volatility 1M: | 61.95% | |
| Volatility 6M: | 102.03% | |
| Volatility 1Y: | 96.35% | |
| Volatility 3Y: | - |
