HSBC WAR. CALL 12/24 NDX1
/ DE000HS821Z8
HSBC WAR. CALL 12/24 NDX1/ DE000HS821Z8 /
| 05/11/2024 09:35:39 |
Chg.-0.0600 |
Bid10:10:03 |
Ask10:10:03 |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.4200EUR |
-12.50% |
0.3200
Bid Size: 10,000 |
0.4800
Ask Size: 10,000 |
NORDEX SE O.N. |
15.00 EUR |
18/12/2024 |
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: |
18/12/2024 |
| Issue date: |
18/07/2024 |
| Last trading day: |
17/12/2024 |
| Ratio: |
1:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
19.80 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.30 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.40 |
| Parity: |
-1.34 |
| Time value: |
0.69 |
| Break-even: |
15.69 |
| Moneyness: |
0.91 |
| Premium: |
0.15 |
| Premium p.a.: |
2.24 |
| Spread abs.: |
0.26 |
| Spread %: |
60.47% |
| Delta: |
0.38 |
| Theta: |
-0.01 |
| Omega: |
7.49 |
| Rho: |
0.01 |
Quote data
| Open: |
0.4200 |
| High: |
0.4200 |
| Low: |
0.4200 |
| Previous Close: |
0.4800 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-37.31% |
| 1 Month |
|
|
-23.64% |
| 3 Months |
|
|
-14.29% |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.6700 |
0.3700 |
| 1M High / 1M Low: |
0.6700 |
0.3700 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.4740 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.5343 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
236.81% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
