HSBC WAR. CALL 06/25 GLJ/ DE000HS2JEM4 /
| 2024-07-26 9:36:32 PM | Chg.+0.0700 | Bid9:58:04 PM | Ask9:58:04 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9700EUR | +7.78% | 0.9400 Bid Size: 50,000 |
0.9900 Ask Size: 50,000 |
GRENKE AG NA O.N. | 20.00 EUR | 2025-06-18 | Call |
Master data
| WKN: | HS2JEM |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | GRENKE AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 EUR |
| Maturity: | 2025-06-18 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2025-06-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 2.84 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.91 |
|---|---|
| Intrinsic value: | 0.81 |
| Implied volatility: | 0.47 |
| Historic volatility: | 0.33 |
| Parity: | 0.81 |
| Time value: | 0.18 |
| Break-even: | 29.90 |
| Moneyness: | 1.41 |
| Premium: | 0.06 |
| Premium p.a.: | 0.07 |
| Spread abs.: | 0.05 |
| Spread %: | 5.32% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 2.43 |
| Rho: | 0.13 |
Quote data
| Open: | 0.9000 |
|---|---|
| High: | 0.9700 |
| Low: | 0.9000 |
| Previous Close: | 0.9000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +1.04% | ||
|---|---|---|---|
| 1 Month | +169.44% | ||
| 3 Months | +125.58% | ||
| YTD | +25.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9700 | 0.9000 |
|---|---|---|
| 1M High / 1M Low: | 0.9700 | 0.3600 |
| 6M High / 6M Low: | 0.9700 | 0.3200 |
| High (YTD): | 2024-07-26 | 0.9700 |
| Low (YTD): | 2024-06-17 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.9420 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7629 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5401 | |
| Avg. volume 6M: | 3.9291 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 250.56% | |
| Volatility 6M: | 120.85% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
