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: | - |