HSBC WAR. CALL 06/25 GLJ/ DE000HS2JEM4 /
| 02/09/2024 21:35:50 | Chg.-0.0700 | Bid21:58:00 | Ask21:58:00 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6500EUR | -9.72% | 0.6100 Bid Size: 50,000 |
0.6600 Ask Size: 50,000 |
GRENKE AG NA O.N. | 20.00 EUR | 18/06/2025 | 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: | 18/06/2025 |
| Issue date: | 19/10/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.52 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.65 |
|---|---|
| Intrinsic value: | 0.54 |
| Implied volatility: | 0.44 |
| Historic volatility: | 0.32 |
| Parity: | 0.54 |
| Time value: | 0.19 |
| Break-even: | 27.20 |
| Moneyness: | 1.27 |
| Premium: | 0.07 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.05 |
| Spread %: | 7.46% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 2.85 |
| Rho: | 0.11 |
Quote data
| Open: | 0.6700 |
|---|---|
| High: | 0.6700 |
| Low: | 0.6500 |
| Previous Close: | 0.7200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.72% | ||
|---|---|---|---|
| 1 Month | -27.78% | ||
| 3 Months | +66.67% | ||
| YTD | -15.58% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7900 | 0.6500 |
|---|---|---|
| 1M High / 1M Low: | 0.9000 | 0.6500 |
| 6M High / 6M Low: | 1.0000 | 0.3200 |
| High (YTD): | 30/07/2024 | 1.0000 |
| Low (YTD): | 17/06/2024 | 0.3200 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7320 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7714 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5847 | |
| Avg. volume 6M: | 3.2969 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 96.59% | |
| Volatility 6M: | 125.95% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
