HSBC WAR. CALL 12/24 EBA/ DE000HS2R820 /
| 14/06/2024 09:35:54 | Chg.- | Bid10:38:39 | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3800EUR | - | - Bid Size: 50,000 |
- Ask Size: - |
EBAY INC. DL... | 40.00 - | 20/12/2024 | Call |
Master data
| WKN: | HS2R82 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | EBAY INC. DL-,001 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 40.00 - |
| Maturity: | 20/12/2024 |
| Issue date: | 31/10/2023 |
| Last trading day: | 14/06/2024 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 3.64 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.12 |
|---|---|
| Intrinsic value: | 1.03 |
| Implied volatility: | 0.57 |
| Historic volatility: | 0.24 |
| Parity: | 1.03 |
| Time value: | 0.35 |
| Break-even: | 53.80 |
| Moneyness: | 1.26 |
| Premium: | 0.07 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.00 |
| Spread %: | 0.00% |
| Delta: | 0.79 |
| Theta: | -0.02 |
| Omega: | 2.89 |
| Rho: | 0.13 |
Quote data
| Open: | 1.3800 |
|---|---|
| High: | 1.3800 |
| Low: | 1.3800 |
| Previous Close: | 1.3900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -2.13% | ||
| 3 Months | +6.98% | ||
| YTD | +100.00% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | - | - |
|---|---|---|
| 1M High / 1M Low: | 1.4100 | 1.2300 |
| 6M High / 6M Low: | 1.4400 | 0.4900 |
| High (YTD): | 24/05/2024 | 1.4400 |
| Low (YTD): | 17/01/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | - | |
| Avg. volume 1W: | - | |
| Avg. price 1M: | 1.3513 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0100 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 70.65% | |
| Volatility 6M: | 93.07% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
