HSBC WAR. CALL 12/25 LXS/ DE000HS2JFP4 /
| 9/17/2024 9:35:35 PM | Chg.+0.0700 | Bid9:58:11 PM | Ask9:58:11 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8300EUR | +9.21% | 0.7900 Bid Size: 20,000 |
0.8300 Ask Size: 20,000 |
LANXESS AG | 20.00 EUR | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 10/19/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 3.17 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.51 |
| Implied volatility: | 0.45 |
| Historic volatility: | 0.39 |
| Parity: | 0.51 |
| Time value: | 0.28 |
| Break-even: | 27.90 |
| Moneyness: | 1.25 |
| Premium: | 0.11 |
| Premium p.a.: | 0.09 |
| Spread abs.: | 0.04 |
| Spread %: | 5.33% |
| Delta: | 0.78 |
| Theta: | -0.01 |
| Omega: | 2.49 |
| Rho: | 0.15 |
Quote data
| Open: | 0.7500 |
|---|---|
| High: | 0.8300 |
| Low: | 0.7500 |
| Previous Close: | 0.7600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +13.70% | ||
|---|---|---|---|
| 1 Month | +31.75% | ||
| 3 Months | +56.60% | ||
| YTD | -25.23% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8300 | 0.7200 |
|---|---|---|
| 1M High / 1M Low: | 0.8300 | 0.6600 |
| 6M High / 6M Low: | 1.0500 | 0.4900 |
| High (YTD): | 1/2/2024 | 1.0900 |
| Low (YTD): | 8/8/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7405 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.7540 | |
| Avg. volume 6M: | 10.1705 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.91% | |
| Volatility 6M: | 108.43% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
