HSBC WAR. CALL 12/24 UNP/ DE000HS2RQD0 /
| 2024-11-15 7:35:20 PM | Chg.-0.0200 | Bid9:18:17 PM | Ask9:18:17 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | -5.26% | 0.3600 Bid Size: 50,000 |
0.3800 Ask Size: 50,000 |
Union Pacific Corp | 240.00 USD | 2024-12-20 | Call |
Master data
| WKN: | HS2RQD |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | Union Pacific Corp |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 240.00 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: | 62.15 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.33 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.19 |
| Historic volatility: | 0.18 |
| Parity: | -0.42 |
| Time value: | 0.36 |
| Break-even: | 231.53 |
| Moneyness: | 0.98 |
| Premium: | 0.03 |
| Premium p.a.: | 0.43 |
| Spread abs.: | 0.02 |
| Spread %: | 5.88% |
| Delta: | 0.40 |
| Theta: | -0.08 |
| Omega: | 25.12 |
| Rho: | 0.08 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3700 |
| Low: | 0.3200 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -50.00% | ||
|---|---|---|---|
| 1 Month | -72.09% | ||
| 3 Months | -75.34% | ||
| YTD | -86.96% | ||
| 1 Year | -73.53% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7500 | 0.3800 |
|---|---|---|
| 1M High / 1M Low: | 1.4200 | 0.3100 |
| 6M High / 6M Low: | 2.2600 | 0.3100 |
| High (YTD): | 2024-02-23 | 3.1800 |
| Low (YTD): | 2024-11-04 | 0.3100 |
| 52W High: | 2024-02-23 | 3.1800 |
| 52W Low: | 2024-11-04 | 0.3100 |
| Avg. price 1W: | 0.5920 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7030 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.1988 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 1.6996 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 844.46% | |
| Volatility 6M: | 370.32% | |
| Volatility 1Y: | 272.68% | |
| Volatility 3Y: | - |
