HSBC WAR. CALL 12/24 3HM/ DE000HS2BH75 /
| 2024-10-15 7:35:20 PM | Chg.+0.0400 | Bid8:15:53 PM | Ask8:15:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9000EUR | +4.65% | 0.8800 Bid Size: 50,000 |
0.9100 Ask Size: 50,000 |
MSCI Inc | 525.00 USD | 2024-12-20 | Call |
Master data
| WKN: | HS2BH7 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | MSCI Inc |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 525.00 USD |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-09-22 |
| Last trading day: | 2024-12-19 |
| Ratio: | 100:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 6.33 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.80 |
|---|---|
| Intrinsic value: | 0.75 |
| Implied volatility: | 0.41 |
| Historic volatility: | 0.25 |
| Parity: | 0.75 |
| Time value: | 0.13 |
| Break-even: | 569.25 |
| Moneyness: | 1.16 |
| Premium: | 0.02 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.03 |
| Spread %: | 3.53% |
| Delta: | 0.83 |
| Theta: | -0.22 |
| Omega: | 5.25 |
| Rho: | 0.68 |
Quote data
| Open: | 0.8300 |
|---|---|
| High: | 0.9000 |
| Low: | 0.8300 |
| Previous Close: | 0.8600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +16.88% | ||
|---|---|---|---|
| 1 Month | +66.67% | ||
| 3 Months | +221.43% | ||
| YTD | -3.23% | ||
| 1 Year | +21.62% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8600 | 0.7700 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.4400 |
| 6M High / 6M Low: | 0.8600 | 0.1830 |
| High (YTD): | 2024-01-31 | 1.1500 |
| Low (YTD): | 2024-04-23 | 0.1830 |
| 52W High: | 2024-01-31 | 1.1500 |
| 52W Low: | 2024-04-23 | 0.1830 |
| Avg. price 1W: | 0.8220 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6329 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4294 | |
| Avg. volume 6M: | 167.7615 | |
| Avg. price 1Y: | 0.5988 | |
| Avg. volume 1Y: | 86.4353 | |
| Volatility 1M: | 112.64% | |
| Volatility 6M: | 169.46% | |
| Volatility 1Y: | 143.11% | |
| Volatility 3Y: | - |
