HSBC WAR. CALL 06/26 BNR/ DE000HS6S5Z1 /
| 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: | - |
