HSBC WAR. CALL 12/25 LXS/ DE000HS2SVP2 /
| 2024-11-15 9:35:29 AM | Chg.+0.0300 | Bid9:38:37 AM | Ask9:38:37 AM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2700EUR | +12.50% | 0.2700 Bid Size: 50,000 |
0.2900 Ask Size: 50,000 |
LANXESS AG | 26.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SVP |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | LANXESS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 26.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.27 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.38 |
| Historic volatility: | 0.38 |
| Parity: | -0.31 |
| Time value: | 0.28 |
| Break-even: | 28.80 |
| Moneyness: | 0.88 |
| Premium: | 0.25 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.04 |
| Spread %: | 16.67% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 4.00 |
| Rho: | 0.09 |
Quote data
| Open: | 0.2400 |
|---|---|
| High: | 0.2700 |
| Low: | 0.2400 |
| Previous Close: | 0.2400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -10.00% | ||
|---|---|---|---|
| 1 Month | -57.14% | ||
| 3 Months | -12.90% | ||
| YTD | -64.47% | ||
| 1 Year | -51.79% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2400 |
|---|---|---|
| 1M High / 1M Low: | 0.7000 | 0.2400 |
| 6M High / 6M Low: | 0.7000 | 0.2400 |
| High (YTD): | 2024-01-02 | 0.7400 |
| Low (YTD): | 2024-11-14 | 0.2400 |
| 52W High: | 2023-12-20 | 0.7700 |
| 52W Low: | 2024-11-14 | 0.2400 |
| Avg. price 1W: | 0.2740 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.5135 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.4399 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.4915 | |
| Avg. volume 1Y: | 19.5313 | |
| Volatility 1M: | 97.81% | |
| Volatility 6M: | 149.66% | |
| Volatility 1Y: | 124.57% | |
| Volatility 3Y: | - |
