HSBC WAR. CALL 12/24 UNP/ DE000HS2RQC2 /
| 2024-11-13 9:36:12 PM | Chg.- | Bid9:59:48 PM | Ask- | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 2.0500EUR | - | 2.0800 Bid Size: 50,000 |
- Ask Size: - |
UNION PAC. DL... | 220.00 - | 2024-12-20 | Call |
Master data
| WKN: | HS2RQC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | UNION PAC. DL 2,50 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 220.00 - |
| Maturity: | 2024-12-20 |
| Issue date: | 2023-10-31 |
| Last trading day: | 2024-11-14 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | No |
| Gearing: | 10.91 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.73 |
|---|---|
| Intrinsic value: | 0.37 |
| Implied volatility: | 0.67 |
| Historic volatility: | 0.18 |
| Parity: | 0.37 |
| Time value: | 1.68 |
| Break-even: | 240.50 |
| Moneyness: | 1.02 |
| Premium: | 0.07 |
| Premium p.a.: | 1.13 |
| Spread abs.: | -0.03 |
| Spread %: | -1.44% |
| Delta: | 0.58 |
| Theta: | -0.27 |
| Omega: | 6.32 |
| Rho: | 0.10 |
Quote data
| Open: | 1.8800 |
|---|---|
| High: | 2.0500 |
| Low: | 1.8800 |
| Previous Close: | 1.9600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -5.96% | ||
|---|---|---|---|
| 1 Month | -24.91% | ||
| 3 Months | -26.26% | ||
| YTD | -47.97% | ||
| 1 Year | -6.82% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 2.2400 | 1.9600 |
|---|---|---|
| 1M High / 1M Low: | 2.9000 | 1.2900 |
| 6M High / 6M Low: | 3.7800 | 1.2900 |
| High (YTD): | 2024-02-23 | 4.5400 |
| Low (YTD): | 2024-11-04 | 1.2900 |
| 52W High: | 2024-02-23 | 4.5400 |
| 52W Low: | 2024-11-04 | 1.2900 |
| Avg. price 1W: | 2.1075 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 2.0068 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 2.4107 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 2.8868 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 373.19% | |
| Volatility 6M: | 181.69% | |
| Volatility 1Y: | 141.99% | |
| Volatility 3Y: | - |
