HSBC WAR. CALL 09/24 FRE/ DE000HS2JEE1 /
| 8/2/2024 9:35:41 PM | Chg.-0.0500 | Bid9:58:44 PM | Ask9:58:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7700EUR | -6.10% | 0.7400 Bid Size: 20,000 |
0.7800 Ask Size: 20,000 |
FRESENIUS SE+CO.KGAA... | 24.00 - | 9/18/2024 | Call |
Master data
| WKN: | HS2JEE |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | FRESENIUS SE+CO.KGAA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 24.00 - |
| Maturity: | 9/18/2024 |
| Issue date: | 10/19/2023 |
| Last trading day: | 9/17/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.02 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.73 |
| Implied volatility: | 0.64 |
| Historic volatility: | 0.24 |
| Parity: | 0.73 |
| Time value: | 0.05 |
| Break-even: | 31.80 |
| Moneyness: | 1.31 |
| Premium: | 0.01 |
| Premium p.a.: | 0.12 |
| Spread abs.: | 0.04 |
| Spread %: | 5.41% |
| Delta: | 0.90 |
| Theta: | -0.02 |
| Omega: | 3.63 |
| Rho: | 0.03 |
Quote data
| Open: | 0.7700 |
|---|---|
| High: | 0.7700 |
| Low: | 0.7700 |
| Previous Close: | 0.8200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -6.10% | ||
|---|---|---|---|
| 1 Month | +57.14% | ||
| 3 Months | +50.98% | ||
| YTD | +26.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9200 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.4900 |
| 6M High / 6M Low: | 0.9200 | 0.2400 |
| High (YTD): | 7/31/2024 | 0.9200 |
| Low (YTD): | 4/3/2024 | 0.2400 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8240 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6609 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4717 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 104.87% | |
| Volatility 6M: | 102.52% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
