HSBC WAR. CALL 12/25 BSN/ DE000HS6B015 /
| 02/08/2024 21:36:23 | Chg.+0.1600 | Bid21:58:30 | Ask21:58:30 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.9900EUR | +19.28% | 0.9900 Bid Size: 10,000 |
1.0100 Ask Size: 10,000 |
DANONE S.A. EO -,25 | 55.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HS6B01 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | DANONE S.A. EO -,25 |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 02/05/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.99 |
|---|---|
| Intrinsic value: | 0.65 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.13 |
| Parity: | 0.65 |
| Time value: | 0.36 |
| Break-even: | 65.10 |
| Moneyness: | 1.12 |
| Premium: | 0.06 |
| Premium p.a.: | 0.04 |
| Spread abs.: | 0.02 |
| Spread %: | 2.02% |
| Delta: | 0.85 |
| Theta: | -0.01 |
| Omega: | 5.17 |
| Rho: | 0.58 |
Quote data
| Open: | 0.8200 |
|---|---|
| High: | 0.9900 |
| Low: | 0.8200 |
| Previous Close: | 0.8300 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +26.92% | ||
|---|---|---|---|
| 1 Month | +32.00% | ||
| 3 Months | +26.92% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9900 | 0.7600 |
|---|---|---|
| 1M High / 1M Low: | 0.9900 | 0.7200 |
| 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: | 0.7783 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.58% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
