HSBC WAR. CALL 12/24 3HM/ DE000HS2BHC5 /
2024-09-13 7:35:13 PM | Chg.-0.0010 | Bid8:17:07 PM | Ask8:17:07 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.0720EUR | -1.37% | 0.0710 Bid Size: 50,000 |
0.0860 Ask Size: 50,000 |
MSCI Inc | 650.00 USD | 2024-12-20 | Call |
Master data
WKN: | HS2BHC |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MSCI Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 650.00 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: | 58.75 |
Leverage: | Yes |
Calculated values
Fair value: | 0.05 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.25 |
Parity: | -0.81 |
Time value: | 0.09 |
Break-even: | 595.30 |
Moneyness: | 0.86 |
Premium: | 0.18 |
Premium p.a.: | 0.84 |
Spread abs.: | 0.02 |
Spread %: | 21.13% |
Delta: | 0.21 |
Theta: | -0.12 |
Omega: | 12.17 |
Rho: | 0.26 |
Quote data
Open: | 0.0620 |
---|---|
High: | 0.0720 |
Low: | 0.0620 |
Previous Close: | 0.0730 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -8.86% | ||
---|---|---|---|
1 Month | 0.00% | ||
3 Months | +53.19% | ||
YTD | -82.00% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.0820 | 0.0730 |
---|---|---|
1M High / 1M Low: | 0.1250 | 0.0720 |
6M High / 6M Low: | 0.3100 | 0.0340 |
High (YTD): | 2024-01-31 | 0.5100 |
Low (YTD): | 2024-07-22 | 0.0340 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.0762 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.0895 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.0979 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 141.94% | |
Volatility 6M: | 254.27% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |