HSBC WAR. CALL 01/26 CIS/ DE000HS2FVR5 /
| 2024-12-27 9:37:27 AM | Chg.+0.0130 | Bid11:18:27 AM | Ask11:18:27 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | +6.60% | 0.2200 Bid Size: 100,000 |
0.2400 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: | 27.41 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.15 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.20 |
| Historic volatility: | 0.17 |
| Parity: | -0.96 |
| Time value: | 0.21 |
| Break-even: | 69.27 |
| Moneyness: | 0.86 |
| Premium: | 0.20 |
| Premium p.a.: | 0.19 |
| Spread abs.: | 0.01 |
| Spread %: | 5.00% |
| Delta: | 0.31 |
| Theta: | -0.01 |
| Omega: | 8.43 |
| Rho: | 0.16 |
Quote data
| Open: | 0.2100 |
|---|---|
| High: | 0.2100 |
| Low: | 0.2100 |
| Previous Close: | 0.1970 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.06% | ||
|---|---|---|---|
| 1 Month | -4.55% | ||
| 3 Months | +128.26% | ||
| YTD | +36.36% | ||
| 1 Year | +36.36% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.1980 | 0.1970 |
|---|---|---|
| 1M High / 1M Low: | 0.2400 | 0.1870 |
| 6M High / 6M Low: | 0.2500 | 0.0410 |
| High (YTD): | 2024-11-13 | 0.2500 |
| Low (YTD): | 2024-08-13 | 0.0410 |
| 52W High: | 2024-11-13 | 0.2500 |
| 52W Low: | 2024-08-13 | 0.0410 |
| Avg. price 1W: | 0.1975 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2124 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.1181 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.1133 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 87.04% | |
| Volatility 6M: | 125.00% | |
| Volatility 1Y: | 102.18% | |
| Volatility 3Y: | - |
