HSBC WAR. CALL 12/24 EBA/ DE000HS2R838 /
2024-09-03 11:35:42 AM | Chg.-0.0100 | Bid12:11:12 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
1.3400EUR | -0.74% | 1.3200 Bid Size: 50,000 |
- Ask Size: - |
eBay Inc | 45.00 USD | 2024-12-20 | Call |
Master data
WKN: | HS2R83 |
---|---|
Issuer: | HSBC Trinkaus & Burkhardt |
Currency: | EUR |
Underlying: | eBay Inc |
Type: | Warrant |
Option type: | Call |
Strike price: | 45.00 USD |
Maturity: | 2024-12-20 |
Issue date: | 2023-10-31 |
Last trading day: | 2024-12-19 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | No |
Gearing: | 3.96 |
Leverage: | Yes |
Calculated values
Fair value: | 1.32 |
---|---|
Intrinsic value: | 1.27 |
Implied volatility: | 0.37 |
Historic volatility: | 0.22 |
Parity: | 1.27 |
Time value: | 0.08 |
Break-even: | 54.16 |
Moneyness: | 1.31 |
Premium: | 0.01 |
Premium p.a.: | 0.05 |
Spread abs.: | 0.00 |
Spread %: | 0.00% |
Delta: | 0.93 |
Theta: | -0.01 |
Omega: | 3.70 |
Rho: | 0.11 |
Quote data
Open: | 1.3400 |
---|---|
High: | 1.3500 |
Low: | 1.3400 |
Previous Close: | 1.3500 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +0.75% | ||
---|---|---|---|
1 Month | +18.58% | ||
3 Months | +34.00% | ||
YTD | +204.55% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 1.3500 | 1.2200 |
---|---|---|
1M High / 1M Low: | 1.3500 | 1.0300 |
6M High / 6M Low: | 1.3500 | 0.6900 |
High (YTD): | 2024-09-02 | 1.3500 |
Low (YTD): | 2024-01-17 | 0.2900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 1.3100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1862 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 0.9716 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 89.34% | |
Volatility 6M: | 87.27% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |