HSBC WAR. CALL 12/24 NDX1
/ DE000HS821Z8
HSBC WAR. CALL 12/24 NDX1/ DE000HS821Z8 /
2024-10-03 9:37:35 PM |
Chg.-0.1600 |
Bid9:59:27 PM |
Ask9:59:27 PM |
Underlying |
Strike price |
Expiration date |
Option type |
0.4700EUR |
-25.40% |
0.3600 Bid Size: 5,000 |
0.6200 Ask Size: 5,000 |
NORDEX SE O.N. |
15.00 EUR |
2024-12-18 |
Call |
Master data
WKN: |
HS821Z |
Issuer: |
HSBC Trinkaus & Burkhardt |
Currency: |
EUR |
Underlying: |
NORDEX SE O.N. |
Type: |
Warrant |
Option type: |
Call |
Strike price: |
15.00 EUR |
Maturity: |
2024-12-18 |
Issue date: |
2024-07-18 |
Last trading day: |
2024-12-17 |
Ratio: |
1:1 |
Exercise type: |
American |
Quanto: |
- |
Gearing: |
18.51 |
Leverage: |
Yes |
Calculated values
Fair value: |
0.34 |
Intrinsic value: |
0.00 |
Implied volatility: |
0.58 |
Historic volatility: |
0.41 |
Parity: |
-2.04 |
Time value: |
0.70 |
Break-even: |
15.70 |
Moneyness: |
0.86 |
Premium: |
0.21 |
Premium p.a.: |
1.51 |
Spread abs.: |
0.26 |
Spread %: |
59.09% |
Delta: |
0.35 |
Theta: |
-0.01 |
Omega: |
6.44 |
Rho: |
0.01 |
Quote data
Open: |
0.4300 |
High: |
0.4700 |
Low: |
0.4300 |
Previous Close: |
0.6300 |
Turnover: |
- |
Market phase: |
- |
All quotes in EUR
Performance
1 Week |
|
|
-53.47% |
1 Month |
|
|
-61.48% |
3 Months |
|
|
- |
YTD |
|
|
- |
1 Year |
|
|
- |
3 Years |
|
|
- |
5 Years |
|
|
- |
10 Years |
|
|
- |
1W High / 1W Low: |
1.0100 |
0.6300 |
1M High / 1M Low: |
1.6300 |
0.6300 |
6M High / 6M Low: |
- |
- |
High (YTD): |
- |
- |
Low (YTD): |
- |
- |
52W High: |
- |
- |
52W Low: |
- |
- |
Avg. price 1W: |
|
0.8420 |
Avg. volume 1W: |
|
0.0000 |
Avg. price 1M: |
|
1.2086 |
Avg. volume 1M: |
|
0.0000 |
Avg. price 6M: |
|
- |
Avg. volume 6M: |
|
- |
Avg. price 1Y: |
|
- |
Avg. volume 1Y: |
|
- |
Volatility 1M: |
|
187.06% |
Volatility 6M: |
|
- |
Volatility 1Y: |
|
- |
Volatility 3Y: |
|
- |