HSBC WAR. CALL 06/25 G1A/ DE000HS2BN28 /
11/10/2024 21:35:34 | Chg.+0.0400 | Bid21:58:02 | Ask21:58:02 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.4500EUR | +9.76% | 0.4300 Bid Size: 10,000 |
0.4600 Ask Size: 10,000 |
GEA GROUP AG | 45.00 EUR | 18/06/2025 | Call |
Master data
WKN: | HS2BN2 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | GEA GROUP AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 EUR |
Maturity: | 18/06/2025 |
Issue date: | 22/09/2023 |
Last trading day: | 17/06/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 10.10 |
Leverage: | Yes |
Calculated values
Fair value: | 0.43 |
---|---|
Intrinsic value: | 0.14 |
Implied volatility: | 0.22 |
Historic volatility: | 0.20 |
Parity: | 0.14 |
Time value: | 0.32 |
Break-even: | 49.60 |
Moneyness: | 1.03 |
Premium: | 0.07 |
Premium p.a.: | 0.10 |
Spread abs.: | 0.03 |
Spread %: | 6.98% |
Delta: | 0.65 |
Theta: | -0.01 |
Omega: | 6.57 |
Rho: | 0.17 |
Quote data
Open: | 0.3900 |
---|---|
High: | 0.4500 |
Low: | 0.3900 |
Previous Close: | 0.4100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +21.62% | ||
---|---|---|---|
1 Month | +95.65% | ||
3 Months | +144.57% | ||
YTD | +200.00% | ||
1 Year | +221.43% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.4500 | 0.3700 |
---|---|---|
1M High / 1M Low: | 0.4500 | 0.2100 |
6M High / 6M Low: | 0.4500 | 0.1120 |
High (YTD): | 11/10/2024 | 0.4500 |
Low (YTD): | 08/03/2024 | 0.1010 |
52W High: | 11/10/2024 | 0.4500 |
52W Low: | 13/12/2023 | 0.0950 |
Avg. price 1W: | 0.4020 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.3145 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.1863 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.1592 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 173.19% | |
Volatility 6M: | 129.97% | |
Volatility 1Y: | 127.98% | |
Volatility 3Y: | - |