HSBC WAR. CALL 06/26 BNR/ DE000HS7VZW2 /
02/09/2024 08:00:05 | Chg.-0.0500 | Bid08:55:26 | Ask08:55:26 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3300EUR | -3.62% | 1.3300 Bid Size: 25,000 |
1.3900 Ask Size: 25,000 |
BRENNTAG SE NA O.N. | 60.00 EUR | 17/06/2026 | Call |
Master data
WKN: | HS7VZW |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | BRENNTAG SE NA O.N. |
Type: | Warrant |
Option type: | Call |
Strike price: | 60.00 EUR |
Maturity: | 17/06/2026 |
Issue date: | 10/07/2024 |
Last trading day: | 16/06/2026 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.80 |
Leverage: | Yes |
Calculated values
Fair value: | 1.32 |
---|---|
Intrinsic value: | 0.72 |
Implied volatility: | 0.22 |
Historic volatility: | 0.19 |
Parity: | 0.72 |
Time value: | 0.68 |
Break-even: | 74.00 |
Moneyness: | 1.12 |
Premium: | 0.10 |
Premium p.a.: | 0.06 |
Spread abs.: | 0.06 |
Spread %: | 4.48% |
Delta: | 0.77 |
Theta: | -0.01 |
Omega: | 3.72 |
Rho: | 0.68 |
Quote data
Open: | 1.3300 |
---|---|
High: | 1.3300 |
Low: | 1.3300 |
Previous Close: | 1.3800 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +10.83% | ||
---|---|---|---|
1 Month | +3.91% | ||
3 Months | - | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3800 | 1.2000 |
---|---|---|
1M High / 1M Low: | 1.3800 | 1.1100 |
6M High / 6M Low: | - | - |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3240 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.2043 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | - | |
Avg. volume 6M: | - | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 64.03% | |
Volatility 6M: | - | |
Volatility 1Y: | - | |
Volatility 3Y: | - |