HSBC WAR. CALL 01/26 FP3/ DE000HS2FWG6 /
| 2024-10-11 9:36:09 PM | Chg.+0.0200 | Bid9:59:26 PM | Ask9:59:26 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6700EUR | +1.21% | 1.6800 Bid Size: 100,000 |
1.6900 Ask Size: 100,000 |
NextEra Energy Inc | 70.00 USD | 2026-01-16 | Call |
Master data
| WKN: | HS2FWG |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | NextEra Energy 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: | 4.43 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.59 |
|---|---|
| Intrinsic value: | 1.08 |
| Implied volatility: | 0.28 |
| Historic volatility: | 0.24 |
| Parity: | 1.08 |
| Time value: | 0.61 |
| Break-even: | 80.91 |
| Moneyness: | 1.17 |
| Premium: | 0.08 |
| Premium p.a.: | 0.06 |
| Spread abs.: | 0.01 |
| Spread %: | 0.60% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 3.47 |
| Rho: | 0.53 |
Quote data
| Open: | 1.6000 |
|---|---|
| High: | 1.6700 |
| Low: | 1.6000 |
| Previous Close: | 1.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -8.74% | ||
|---|---|---|---|
| 1 Month | -11.17% | ||
| 3 Months | +19.29% | ||
| YTD | +131.94% | ||
| 1 Year | +187.93% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6700 | 1.6200 |
|---|---|---|
| 1M High / 1M Low: | 1.9300 | 1.6200 |
| 6M High / 6M Low: | 1.9300 | 0.6500 |
| High (YTD): | 2024-10-01 | 1.9300 |
| Low (YTD): | 2024-03-04 | 0.4000 |
| 52W High: | 2024-10-01 | 1.9300 |
| 52W Low: | 2024-03-04 | 0.4000 |
| Avg. price 1W: | 1.6380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.8010 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3747 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.9992 | |
| Avg. volume 1Y: | 6.2745 | |
| Volatility 1M: | 69.40% | |
| Volatility 6M: | 94.72% | |
| Volatility 1Y: | 96.77% | |
| Volatility 3Y: | - |
