HSBC WAR. CALL 12/25 NDA/ DE000HS2SWA2 /
| 2024-07-31 9:36:01 PM | Chg.+0.0900 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8900EUR | +11.25% | 0.8600 Bid Size: 10,000 |
0.9100 Ask Size: 10,000 |
AURUBIS AG | 80.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SWA |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 80.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.62 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.85 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.32 |
| Parity: | -0.93 |
| Time value: | 0.82 |
| Break-even: | 88.20 |
| Moneyness: | 0.88 |
| Premium: | 0.25 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.05 |
| Spread %: | 6.49% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 4.25 |
| Rho: | 0.37 |
Quote data
| Open: | 0.7900 |
|---|---|
| High: | 0.8900 |
| Low: | 0.7900 |
| Previous Close: | 0.8000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +8.54% | ||
|---|---|---|---|
| 1 Month | -12.75% | ||
| 3 Months | -22.61% | ||
| YTD | -27.05% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.8800 | 0.8000 |
|---|---|---|
| 1M High / 1M Low: | 1.3400 | 0.7800 |
| 6M High / 6M Low: | 1.4800 | 0.3900 |
| High (YTD): | 2024-05-20 | 1.4800 |
| Low (YTD): | 2024-03-06 | 0.3900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.8340 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.1068 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8977 | |
| Avg. volume 6M: | 17.3228 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 109.58% | |
| Volatility 6M: | 123.19% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
