HSBC WAR. CALL 09/24 BMW/ DE000HS2JC31 /
27/08/2024 08:01:03 | Chg.-0.0070 | Bid08:05:03 | Ask08:05:03 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0290EUR | -19.44% | 0.0290 Bid Size: 100,000 |
0.0450 Ask Size: 100,000 |
BAY.MOTOREN WERKE AG... | 90.00 EUR | 18/09/2024 | 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: | 18/09/2024 |
Issue date: | 19/10/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 183.61 |
Leverage: | Yes |
Calculated values
Fair value: | 0.03 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.25 |
Historic volatility: | 0.22 |
Parity: | -0.55 |
Time value: | 0.05 |
Break-even: | 90.46 |
Moneyness: | 0.94 |
Premium: | 0.07 |
Premium p.a.: | 1.97 |
Spread abs.: | 0.02 |
Spread %: | 53.33% |
Delta: | 0.17 |
Theta: | -0.03 |
Omega: | 31.08 |
Rho: | 0.01 |
Quote data
Open: | 0.0290 |
---|---|
High: | 0.0290 |
Low: | 0.0290 |
Previous Close: | 0.0360 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | 0.00% | ||
---|---|---|---|
1 Month | -89.26% | ||
3 Months | -96.18% | ||
YTD | -98.03% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0360 | 0.0270 |
---|---|---|
1M High / 1M Low: | 0.2200 | 0.0200 |
6M High / 6M Low: | 2.4900 | 0.0200 |
High (YTD): | 08/04/2024 | 2.4900 |
Low (YTD): | 13/08/2024 | 0.0200 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0322 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0601 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9673 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 319.56% | |
Volatility 6M: | 210.19% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |