HSBC WAR. CALL 12/24 DUE/ DE000HS2SS65 /
| 08/11/2024 15:35:54 | Chg.-0.0900 | Bid17:26:11 | Ask17:26:11 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3800EUR | -19.15% | 0.3700 Bid Size: 10,000 |
0.4200 Ask Size: 10,000 |
DUERR AG O.N. | 18.00 EUR | 18/12/2024 | Call |
Master data
| WKN: | HS2SS6 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DUERR AG O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 18.00 EUR |
| Maturity: | 18/12/2024 |
| Issue date: | 02/11/2023 |
| Last trading day: | 17/12/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.43 |
|---|---|
| Intrinsic value: | 0.42 |
| Implied volatility: | 0.76 |
| Historic volatility: | 0.29 |
| Parity: | 0.42 |
| Time value: | 0.06 |
| Break-even: | 22.80 |
| Moneyness: | 1.23 |
| Premium: | 0.03 |
| Premium p.a.: | 0.29 |
| Spread abs.: | 0.04 |
| Spread %: | 9.09% |
| Delta: | 0.83 |
| Theta: | -0.02 |
| Omega: | 3.85 |
| Rho: | 0.01 |
Quote data
| Open: | 0.4300 |
|---|---|
| High: | 0.4300 |
| Low: | 0.3800 |
| Previous Close: | 0.4700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +11.76% | ||
|---|---|---|---|
| 1 Month | -25.49% | ||
| 3 Months | +2.70% | ||
| YTD | -19.15% | ||
| 1 Year | -11.63% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4700 | 0.3400 |
|---|---|---|
| 1M High / 1M Low: | 0.5100 | 0.3300 |
| 6M High / 6M Low: | 0.8100 | 0.1210 |
| High (YTD): | 14/05/2024 | 0.8100 |
| Low (YTD): | 10/09/2024 | 0.1210 |
| 52W High: | 14/05/2024 | 0.8100 |
| 52W Low: | 10/09/2024 | 0.1210 |
| Avg. price 1W: | 0.3680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3787 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3959 | |
| Avg. volume 6M: | 22.7273 | |
| Avg. price 1Y: | 0.4184 | |
| Avg. volume 1Y: | 11.7188 | |
| Volatility 1M: | 151.19% | |
| Volatility 6M: | 165.07% | |
| Volatility 1Y: | 133.48% | |
| Volatility 3Y: | - |
