HSBC WAR. CALL 06/26 BNR/ DE000HS6S5Y4 /
04/09/2024 13:37:30 | Chg.-0.0400 | Bid14:27:56 | Ask14:27:56 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8200EUR | -4.65% | 0.8100 Bid Size: 25,000 |
0.8500 Ask Size: 25,000 |
BRENNTAG SE NA O.N. | 70.00 EUR | 17/06/2026 | Call |
Master data
WKN: | HS6S5Y |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 70.00 EUR |
Maturity: | 17/06/2026 |
Issue date: | 23/05/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.79 |
Leverage: | Yes |
Calculated values
Fair value: | 0.74 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | -0.30 |
Time value: | 0.86 |
Break-even: | 78.60 |
Moneyness: | 0.96 |
Premium: | 0.17 |
Premium p.a.: | 0.09 |
Spread abs.: | 0.06 |
Spread %: | 7.50% |
Delta: | 0.59 |
Theta: | -0.01 |
Omega: | 4.57 |
Rho: | 0.55 |
Quote data
Open: | 0.7800 |
---|---|
High: | 0.8200 |
Low: | 0.7800 |
Previous Close: | 0.8600 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -2.38% | ||
---|---|---|---|
1 Month | +5.13% | ||
3 Months | +1.23% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8600 | 0.8300 |
---|---|---|
1M High / 1M Low: | 0.8600 | 0.6600 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8480 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7414 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 63.19% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |