HSBC WAR. CALL 09/24 CBK/ DE000HS1FSY9 /
23/08/2024 21:35:36 | Chg.+0.0200 | Bid21:58:40 | Ask21:58:40 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.2700EUR | +8.00% | 0.2600 Bid Size: 50,000 |
0.2700 Ask Size: 50,000 |
COMMERZBANK AG | 10.50 EUR | 18/09/2024 | Call |
Master data
WKN: | HS1FSY |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | COMMERZBANK AG |
Type: | Warrant |
Option type: | Call |
Strike price: | 10.50 EUR |
Maturity: | 18/09/2024 |
Issue date: | 23/08/2023 |
Last trading day: | 17/09/2024 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 4.85 |
Leverage: | Yes |
Calculated values
Fair value: | 0.26 |
---|---|
Intrinsic value: | 0.26 |
Implied volatility: | 0.63 |
Historic volatility: | 0.29 |
Parity: | 0.26 |
Time value: | 0.01 |
Break-even: | 13.20 |
Moneyness: | 1.25 |
Premium: | 0.01 |
Premium p.a.: | 0.12 |
Spread abs.: | 0.01 |
Spread %: | 3.85% |
Delta: | 0.92 |
Theta: | -0.01 |
Omega: | 4.48 |
Rho: | 0.01 |
Quote data
Open: | 0.2500 |
---|---|
High: | 0.2700 |
Low: | 0.2500 |
Previous Close: | 0.2500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +17.39% | ||
---|---|---|---|
1 Month | -43.75% | ||
3 Months | -49.06% | ||
YTD | +92.86% | ||
1 Year | +80.00% | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.2700 | 0.2200 |
---|---|---|
1M High / 1M Low: | 0.4800 | 0.1910 |
6M High / 6M Low: | 0.5400 | 0.1130 |
High (YTD): | 30/05/2024 | 0.5400 |
Low (YTD): | 09/02/2024 | 0.1060 |
52W High: | 30/05/2024 | 0.5400 |
52W Low: | 08/09/2023 | 0.0970 |
Avg. price 1W: | 0.2420 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2978 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.3465 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | 0.2450 | |
Avg. volume 1Y: | 0.0000 | |
Volatility 1M: | 152.03% | |
Volatility 6M: | 101.80% | |
Volatility 1Y: | 115.44% | |
Volatility 3Y: | - |