HSBC WAR. CALL 06/26 BNR/  DE000HS6S5Z1  /

gettex Zettex2
05/07/2024  21:35:56 Chg.+0.0300 Bid21:58:03 Ask21:58:03 Underlying Strike price Expiration date Option type
0.9400EUR +3.30% 0.9000
Bid Size: 10,000
0.9600
Ask Size: 10,000
BRENNTAG SE NA O.N. 65.00 EUR 17/06/2026 Call
 

Master data

WKN: HS6S5Z
Issuer: HSBC Trinkaus & Burkhardt
Currency: EUR
Underlying: BRENNTAG SE NA O.N.
Type: Warrant
Option type: Call
Strike price: 65.00 EUR
Maturity: 17/06/2026
Issue date: 23/05/2024
Last trading day: 16/06/2026
Ratio: 10:1
Exercise type: American
Quanto: -
Gearing: 6.67
Leverage: Yes

Calculated values

Fair value: 0.83
Intrinsic value: 0.00
Implied volatility: 0.22
Historic volatility: 0.19
Parity: -0.10
Time value: 0.96
Break-even: 74.60
Moneyness: 0.98
Premium: 0.17
Premium p.a.: 0.08
Spread abs.: 0.06
Spread %: 6.67%
Delta: 0.63
Theta: -0.01
Omega: 4.20
Rho: 0.60
 

Quote data

Open: 0.9100
High: 0.9400
Low: 0.9100
Previous Close: 0.9100
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week  
+2.17%
1 Month
  -9.62%
3 Months     -
YTD     -
1 Year     -
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.9400 0.9000
1M High / 1M Low: 1.1100 0.9000
6M High / 6M Low: - -
High (YTD): - -
Low (YTD): - -
52W High: - -
52W Low: - -
Avg. price 1W:   0.9160
Avg. volume 1W:   0.0000
Avg. price 1M:   0.9895
Avg. volume 1M:   0.0000
Avg. price 6M:   -
Avg. volume 6M:   -
Avg. price 1Y:   -
Avg. volume 1Y:   -
Volatility 1M:   51.41%
Volatility 6M:   -
Volatility 1Y:   -
Volatility 3Y:   -