HSBC WAR. CALL 12/25 LXS/ DE000HS2JFP4 /
| 15/08/2024 21:35:18 | Chg.+0.0300 | Bid21:58:50 | Ask21:58:50 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.6000EUR | +5.26% | 0.5900 Bid Size: 20,000 |
0.6300 Ask Size: 20,000 |
LANXESS AG | 20.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HS2JFP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 20.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 19/10/2023 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.82 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.60 |
|---|---|
| Intrinsic value: | 0.29 |
| Implied volatility: | 0.39 |
| Historic volatility: | 0.39 |
| Parity: | 0.29 |
| Time value: | 0.31 |
| Break-even: | 26.00 |
| Moneyness: | 1.14 |
| Premium: | 0.14 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.04 |
| Spread %: | 7.14% |
| Delta: | 0.74 |
| Theta: | 0.00 |
| Omega: | 2.81 |
| Rho: | 0.15 |
Quote data
| Open: | 0.5700 |
|---|---|
| High: | 0.6000 |
| Low: | 0.5700 |
| Previous Close: | 0.5700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +22.45% | ||
|---|---|---|---|
| 1 Month | +3.45% | ||
| 3 Months | -38.14% | ||
| YTD | -45.95% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5900 | 0.4900 |
|---|---|---|
| 1M High / 1M Low: | 0.8600 | 0.4900 |
| 6M High / 6M Low: | 1.0500 | 0.4900 |
| High (YTD): | 02/01/2024 | 1.0900 |
| Low (YTD): | 08/08/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5480 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6578 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7549 | |
| Avg. volume 6M: | 10.3307 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 209.66% | |
| Volatility 6M: | 111.40% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
