HSBC WAR. CALL 12/24 LXS/ DE000HS2JFJ7 /
| 2024-08-02 9:35:19 PM | Chg.-0.0700 | Bid9:58:41 PM | Ask9:58:41 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.4200EUR | -14.29% | 0.4200 Bid Size: 20,000 |
0.4600 Ask Size: 20,000 |
LANXESS AG | 20.00 EUR | 2024-12-18 | Call |
Master data
| WKN: | HS2JFJ |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 EUR |
| Maturity: | 2024-12-18 |
| Issue date: | 2023-10-19 |
| Last trading day: | 2024-12-17 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.45 |
|---|---|
| Intrinsic value: | 0.36 |
| Implied volatility: | 0.48 |
| Historic volatility: | 0.38 |
| Parity: | 0.36 |
| Time value: | 0.13 |
| Break-even: | 24.90 |
| Moneyness: | 1.18 |
| Premium: | 0.06 |
| Premium p.a.: | 0.15 |
| Spread abs.: | 0.04 |
| Spread %: | 8.89% |
| Delta: | 0.77 |
| Theta: | -0.01 |
| Omega: | 3.73 |
| Rho: | 0.05 |
Quote data
| Open: | 0.4500 |
|---|---|
| High: | 0.4500 |
| Low: | 0.4200 |
| Previous Close: | 0.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.59% | ||
|---|---|---|---|
| 1 Month | -16.00% | ||
| 3 Months | -48.15% | ||
| YTD | -58.42% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5800 | 0.4200 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.3800 |
| 6M High / 6M Low: | 0.9400 | 0.3600 |
| High (YTD): | 2024-01-02 | 0.9900 |
| Low (YTD): | 2024-06-17 | 0.3600 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5140 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5278 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6374 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 305.29% | |
| Volatility 6M: | 150.34% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
