HSBC WAR. CALL 12/25 BSN/ DE000HS6B015 /
| 7/9/2024 7:37:23 PM | Chg.-0.0200 | Bid8:50:54 PM | Ask8:50:54 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7200EUR | -2.70% | 0.7000 Bid Size: 10,000 |
0.7200 Ask Size: 10,000 |
DANONE S.A. EO -,25 | 55.00 EUR | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 5/2/2024 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.71 |
|---|---|
| Intrinsic value: | 0.31 |
| Implied volatility: | 0.15 |
| Historic volatility: | 0.13 |
| Parity: | 0.31 |
| Time value: | 0.44 |
| Break-even: | 62.50 |
| Moneyness: | 1.06 |
| Premium: | 0.08 |
| Premium p.a.: | 0.05 |
| Spread abs.: | 0.02 |
| Spread %: | 2.74% |
| Delta: | 0.76 |
| Theta: | -0.01 |
| Omega: | 5.86 |
| Rho: | 0.53 |
Quote data
| Open: | 0.7400 |
|---|---|
| High: | 0.7400 |
| Low: | 0.7200 |
| Previous Close: | 0.7400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | 0.00% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | - | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8000 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.6700 |
| 6M High / 6M Low: | - | - |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7600 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7943 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | - | |
| Avg. volume 6M: | - | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 97.93% | |
| Volatility 6M: | - | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
