HSBC WAR. CALL 01/26 FP3/ DE000HS2FWJ0 /
| 11/10/2024 21:37:27 | Chg.+0.0100 | Bid21:59:09 | Ask21:59:09 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.1300EUR | +0.89% | 1.1400 Bid Size: 100,000 |
1.1500 Ask Size: 100,000 |
NextEra Energy Inc | 80.00 USD | 16/01/2026 | Call |
Master data
| WKN: | HS2FWJ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NextEra Energy Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 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: | 6.51 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.04 |
|---|---|
| Intrinsic value: | 0.17 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 0.17 |
| Time value: | 0.98 |
| Break-even: | 84.66 |
| Moneyness: | 1.02 |
| Premium: | 0.13 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.01 |
| Spread %: | 0.88% |
| Delta: | 0.64 |
| Theta: | -0.01 |
| Omega: | 4.17 |
| Rho: | 0.46 |
Quote data
| Open: | 1.0900 |
|---|---|
| High: | 1.1300 |
| Low: | 1.0900 |
| Previous Close: | 1.1200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -11.02% | ||
|---|---|---|---|
| 1 Month | -15.04% | ||
| 3 Months | +21.51% | ||
| YTD | +151.11% | ||
| 1 Year | +197.37% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1300 | 1.0900 |
|---|---|---|
| 1M High / 1M Low: | 1.3600 | 1.0900 |
| 6M High / 6M Low: | 1.3600 | 0.3800 |
| High (YTD): | 01/10/2024 | 1.3600 |
| Low (YTD): | 04/03/2024 | 0.2300 |
| 52W High: | 01/10/2024 | 1.3600 |
| 52W Low: | 04/03/2024 | 0.2300 |
| Avg. price 1W: | 1.1100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2495 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.9167 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6520 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 84.72% | |
| Volatility 6M: | 112.88% | |
| Volatility 1Y: | 106.49% | |
| Volatility 3Y: | - |
