HSBC WAR. CALL 06/26 ARRD
/ DE000HS8YHR2
HSBC WAR. CALL 06/26 ARRD/ DE000HS8YHR2 /
| 11/15/2024 9:35:22 PM |
Chg.+0.3600 |
Bid9:59:52 PM |
Ask9:59:52 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 4.8800EUR |
+7.96% |
4.8700
Bid Size: 5,000 |
4.9700
Ask Size: 5,000 |
ARCELORMITTAL S.A. N... |
22.00 EUR |
6/19/2026 |
Call |
Master data
| WKN: |
HS8YHR |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
ARCELORMITTAL S.A. NOUV. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
22.00 EUR |
| Maturity: |
6/19/2026 |
| Issue date: |
8/26/2024 |
| Last trading day: |
6/18/2026 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
4.74 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
4.08 |
| Intrinsic value: |
1.54 |
| Implied volatility: |
0.32 |
| Historic volatility: |
0.23 |
| Parity: |
1.54 |
| Time value: |
3.44 |
| Break-even: |
26.97 |
| Moneyness: |
1.07 |
| Premium: |
0.15 |
| Premium p.a.: |
0.09 |
| Spread abs.: |
0.10 |
| Spread %: |
2.05% |
| Delta: |
0.69 |
| Theta: |
0.00 |
| Omega: |
3.26 |
| Rho: |
0.18 |
Quote data
| Open: |
4.5400 |
| High: |
4.9000 |
| Low: |
4.5400 |
| Previous Close: |
4.5200 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-1.41% |
| 1 Month |
|
|
+27.08% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
4.8800 |
4.0100 |
| 1M High / 1M Low: |
5.3700 |
3.6400 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
4.4940 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
4.2586 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
116.10% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
