HSBC WAR. CALL 01/26 CIS/ DE000HS2FVR5 /
2024-08-30 5:36:56 PM | Chg.-0.0030 | Bid2024-08-30 | Ask2024-08-30 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0710EUR | -4.05% | 0.0690 Bid Size: 100,000 |
0.0790 Ask Size: 100,000 |
Cisco Systems Inc | 70.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS2FVR |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | Cisco Systems Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2023-09-28 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 54.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.21 |
Historic volatility: | 0.18 |
Parity: | -1.77 |
Time value: | 0.08 |
Break-even: | 64.01 |
Moneyness: | 0.72 |
Premium: | 0.41 |
Premium p.a.: | 0.28 |
Spread abs.: | 0.01 |
Spread %: | 13.70% |
Delta: | 0.16 |
Theta: | 0.00 |
Omega: | 8.60 |
Rho: | 0.09 |
Quote data
Open: | 0.0690 |
---|---|
High: | 0.0710 |
Low: | 0.0690 |
Previous Close: | 0.0740 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.74% | ||
---|---|---|---|
1 Month | +18.33% | ||
3 Months | +24.56% | ||
YTD | -53.90% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0740 | 0.0680 |
---|---|---|
1M High / 1M Low: | 0.0740 | 0.0410 |
6M High / 6M Low: | 0.1280 | 0.0410 |
High (YTD): | 2024-01-30 | 0.1770 |
Low (YTD): | 2024-08-13 | 0.0410 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0722 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0591 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0769 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 159.97% | |
Volatility 6M: | 94.38% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |