HSBC WAR. CALL 12/24 3HM/ DE000HS2BHA9 /
2024-09-13 7:35:15 PM | Chg.+0.0040 | Bid8:19:08 PM | Ask8:19:08 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.1770EUR | +2.31% | - Bid Size: 50,000 |
- Ask Size: 50,000 |
MSCI Inc | 600.00 USD | 2024-12-20 | Call |
Master data
WKN: | HS2BHA |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | MSCI Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 600.00 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: | 27.46 |
Leverage: | Yes |
Calculated values
Fair value: | 0.14 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.29 |
Historic volatility: | 0.25 |
Parity: | -0.36 |
Time value: | 0.18 |
Break-even: | 559.97 |
Moneyness: | 0.93 |
Premium: | 0.11 |
Premium p.a.: | 0.47 |
Spread abs.: | 0.02 |
Spread %: | 8.88% |
Delta: | 0.37 |
Theta: | -0.17 |
Omega: | 10.30 |
Rho: | 0.46 |
Quote data
Open: | 0.1590 |
---|---|
High: | 0.1770 |
Low: | 0.1590 |
Previous Close: | 0.1730 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | -4.84% | ||
---|---|---|---|
1 Month | +7.93% | ||
3 Months | +86.32% | ||
YTD | -68.39% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.1910 | 0.1730 |
---|---|---|
1M High / 1M Low: | 0.2800 | 0.1640 |
6M High / 6M Low: | 0.4700 | 0.0720 |
High (YTD): | 2024-01-30 | 0.7300 |
Low (YTD): | 2024-04-23 | 0.0720 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.1844 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.2105 | |
Avg. volume 1M: | 39.9130 | |
Avg. price 6M: | 0.1853 | |
Avg. volume 6M: | 14.2326 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 124.68% | |
Volatility 6M: | 202.59% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |