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: | - |