HSBC WAR. CALL 06/25 BNR/ DE000HS0J9R7 /
02/09/2024 21:37:35 | Chg.-0.0180 | Bid21:58:55 | Ask21:58:55 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1810EUR | -9.05% | 0.1780 Bid Size: 10,000 |
0.2300 Ask Size: 10,000 |
BRENNTAG SE NA O.N. | 80.00 - | 18/06/2025 | Call |
Master data
WKN: | HS0J9R |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 80.00 - |
Maturity: | 18/06/2025 |
Issue date: | 15/06/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 29.23 |
Leverage: | Yes |
Calculated values
Fair value: | 0.13 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.24 |
Historic volatility: | 0.19 |
Parity: | -1.28 |
Time value: | 0.23 |
Break-even: | 82.30 |
Moneyness: | 0.84 |
Premium: | 0.22 |
Premium p.a.: | 0.29 |
Spread abs.: | 0.06 |
Spread %: | 31.43% |
Delta: | 0.28 |
Theta: | -0.01 |
Omega: | 8.31 |
Rho: | 0.13 |
Quote data
Open: | 0.1720 |
---|---|
High: | 0.1810 |
Low: | 0.1720 |
Previous Close: | 0.1990 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +26.57% | ||
---|---|---|---|
1 Month | -1.63% | ||
3 Months | -21.30% | ||
YTD | -84.79% | ||
1 Year | -81.34% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1990 | 0.1430 |
---|---|---|
1M High / 1M Low: | 0.1990 | 0.1190 |
6M High / 6M Low: | 1.3100 | 0.1190 |
High (YTD): | 01/03/2024 | 1.3700 |
Low (YTD): | 19/08/2024 | 0.1190 |
52W High: | 01/03/2024 | 1.3700 |
52W Low: | 19/08/2024 | 0.1190 |
Avg. price 1W: | 0.1808 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.1518 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.4127 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.6732 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 140.24% | |
Volatility 6M: | 109.53% | |
Volatility 1Y: | 95.43% | |
Volatility 3Y: | - |