HSBC WAR. CALL 06/25 SQU/ DE000HS015D4 /
| 06/09/2024 21:35:33 | Chg.-0.1000 | Bid21:59:16 | Ask21:59:16 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3600EUR | -6.85% | 1.3500 Bid Size: 50,000 |
1.3600 Ask Size: 50,000 |
VINCI S.A. INH. EO... | 100.00 - | 18/06/2025 | Call |
Master data
| WKN: | HS015D |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | VINCI S.A. INH. EO 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 - |
| Maturity: | 18/06/2025 |
| Issue date: | 22/06/2023 |
| Last trading day: | 17/06/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.38 |
|---|---|
| Intrinsic value: | 0.91 |
| Implied volatility: | 0.16 |
| Historic volatility: | 0.17 |
| Parity: | 0.91 |
| Time value: | 0.45 |
| Break-even: | 113.60 |
| Moneyness: | 1.09 |
| Premium: | 0.04 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.01 |
| Spread %: | 0.74% |
| Delta: | 0.81 |
| Theta: | -0.01 |
| Omega: | 6.48 |
| Rho: | 0.58 |
Quote data
| Open: | 1.5500 |
|---|---|
| High: | 1.5500 |
| Low: | 1.3600 |
| Previous Close: | 1.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +3.82% | ||
|---|---|---|---|
| 1 Month | +27.10% | ||
| 3 Months | -19.05% | ||
| YTD | -33.98% | ||
| 1 Year | -8.11% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4600 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.4600 | 0.9800 |
| 6M High / 6M Low: | 2.3400 | 0.8500 |
| High (YTD): | 07/02/2024 | 2.4100 |
| Low (YTD): | 28/06/2024 | 0.8500 |
| 52W High: | 07/02/2024 | 2.4100 |
| 52W Low: | 28/06/2024 | 0.8500 |
| Avg. price 1W: | 1.3280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2041 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5586 | |
| Avg. volume 6M: | 7.5000 | |
| Avg. price 1Y: | 1.7326 | |
| Avg. volume 1Y: | 3.7647 | |
| Volatility 1M: | 105.63% | |
| Volatility 6M: | 108.54% | |
| Volatility 1Y: | 87.59% | |
| Volatility 3Y: | - |
