HSBC WAR. CALL 01/26 FP3/ DE000HS5RK95 /
2024-10-11 9:35:01 PM | Chg.+0.0100 | Bid9:59:52 PM | Ask9:59:52 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
2.3100EUR | +0.43% | 2.3300 Bid Size: 100,000 |
2.3600 Ask Size: 100,000 |
NextEra Energy Inc | 60.00 USD | 2026-01-16 | Call |
Master data
WKN: | HS5RK9 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | NextEra Energy Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 USD |
Maturity: | 2026-01-16 |
Issue date: | 2024-03-28 |
Last trading day: | 2026-01-15 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.20 |
Leverage: | Yes |
Calculated values
Fair value: | 2.30 |
---|---|
Intrinsic value: | 2.00 |
Implied volatility: | 0.27 |
Historic volatility: | 0.24 |
Parity: | 2.00 |
Time value: | 0.34 |
Break-even: | 78.27 |
Moneyness: | 1.36 |
Premium: | 0.05 |
Premium p.a.: | 0.04 |
Spread abs.: | 0.02 |
Spread %: | 0.86% |
Delta: | 0.90 |
Theta: | -0.01 |
Omega: | 2.89 |
Rho: | 0.56 |
Quote data
Open: | 2.2400 |
---|---|
High: | 2.3100 |
Low: | 2.2400 |
Previous Close: | 2.3000 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -7.60% | ||
---|---|---|---|
1 Month | -8.70% | ||
3 Months | +16.08% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 2.3100 | 2.2500 |
---|---|---|
1M High / 1M Low: | 2.6000 | 2.2500 |
6M High / 6M Low: | 2.6000 | 1.0500 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 2.2780 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 2.4538 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.9565 | |
Avg. volume 6M: | 1.5504 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 59.25% | |
Volatility 6M: | 75.77% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |