HSBC WAR. CALL 09/24 BMW/ DE000HS2JC31 /
| 2024-07-23 9:36:30 PM | Chg.-0.0700 | Bid9:59:40 PM | Ask9:59:40 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | -15.22% | 0.3700 Bid Size: 20,000 |
0.3900 Ask Size: 20,000 |
BAY.MOTOREN WERKE AG... | 90.00 EUR | 2024-09-18 | Call |
Master data
| WKN: | HS2JC3 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | BAY.MOTOREN WERKE AG ST |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 EUR |
| Maturity: | 2024-09-18 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-09-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 19.77 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.39 |
|---|---|
| Intrinsic value: | 0.09 |
| Implied volatility: | 0.27 |
| Historic volatility: | 0.22 |
| Parity: | 0.09 |
| Time value: | 0.37 |
| Break-even: | 94.60 |
| Moneyness: | 1.01 |
| Premium: | 0.04 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.02 |
| Spread %: | 4.55% |
| Delta: | 0.58 |
| Theta: | -0.04 |
| Omega: | 11.46 |
| Rho: | 0.08 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.3900 |
| Previous Close: | 0.4600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +14.71% | ||
|---|---|---|---|
| 1 Month | +21.88% | ||
| 3 Months | -76.92% | ||
| YTD | -73.47% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.2700 |
| 6M High / 6M Low: | 2.4900 | 0.2700 |
| High (YTD): | 2024-04-08 | 2.4900 |
| Low (YTD): | 2024-07-08 | 0.2700 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.4000 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3790 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1976 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 282.05% | |
| Volatility 6M: | 172.14% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
