HSBC WAR. CALL 09/24 BMW/ DE000HS2JC31 /
7/23/2024 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 | 9/18/2024 | 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: | 9/18/2024 |
Issue date: | 10/19/2023 |
Last trading day: | 9/17/2024 |
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): | 4/8/2024 | 2.4900 |
Low (YTD): | 7/8/2024 | 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: | - |