HSBC WAR. CALL 06/25 BNP/ DE000HS01499 /
| 30/08/2024 21:35:10 | Chg.+0.0100 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0800EUR | +0.93% | 1.0700 Bid Size: 50,000 |
1.1100 Ask Size: 50,000 |
BNP PARIBAS INH. ... | 55.00 - | 18/06/2025 | Call |
Master data
| WKN: | HS0149 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BNP PARIBAS INH. EO 2 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.06 |
|---|---|
| Intrinsic value: | 0.76 |
| Implied volatility: | 0.26 |
| Historic volatility: | 0.23 |
| Parity: | 0.76 |
| Time value: | 0.35 |
| Break-even: | 66.10 |
| Moneyness: | 1.14 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.04 |
| Spread %: | 3.74% |
| Delta: | 0.79 |
| Theta: | -0.01 |
| Omega: | 4.44 |
| Rho: | 0.30 |
Quote data
| Open: | 1.0400 |
|---|---|
| High: | 1.0800 |
| Low: | 1.0400 |
| Previous Close: | 1.0700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.09% | ||
|---|---|---|---|
| 1 Month | -8.47% | ||
| 3 Months | -32.08% | ||
| YTD | -0.92% | ||
| 1 Year | +4.85% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.0800 | 1.0100 |
|---|---|---|
| 1M High / 1M Low: | 1.1800 | 0.8300 |
| 6M High / 6M Low: | 1.7800 | 0.5000 |
| High (YTD): | 20/05/2024 | 1.7800 |
| Low (YTD): | 09/02/2024 | 0.4000 |
| 52W High: | 20/05/2024 | 1.7800 |
| 52W Low: | 09/02/2024 | 0.4000 |
| Avg. price 1W: | 1.0480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9687 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1512 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.0002 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 83.50% | |
| Volatility 6M: | 97.76% | |
| Volatility 1Y: | 98.36% | |
| Volatility 3Y: | - |
