HSBC WAR. CALL 06/26 BNR/  DE000HS6S5Y4  /

gettex Zettex2
26/07/2024  21:37:29 Chg.+0.0200 Bid21:58:22 Ask21:58:22 Underlying Strike price Expiration date Option type
0.7600EUR +2.70% 0.7600
Bid Size: 10,000
0.8200
Ask Size: 10,000
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: 8.02
Leverage: Yes

Calculated values

Fair value: 0.68
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.18
Parity: -0.42
Time value: 0.82
Break-even: 78.20
Moneyness: 0.94
Premium: 0.19
Premium p.a.: 0.10
Spread abs.: 0.06
Spread %: 7.89%
Delta: 0.57
Theta: -0.01
Omega: 4.56
Rho: 0.55
 

Quote data

Open: 0.7400
High: 0.7600
Low: 0.7400
Previous Close: 0.7400
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month  
+5.56%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.7700 0.7400
1M High / 1M Low: 0.7800 0.6800
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.7620
Avg. volume 1W:   0.0000
Avg. price 1M:   0.7252
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   53.14%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -