HSBC WAR. CALL 12/25 NDA/ DE000HS2SWA2 /
| 13/11/2024 19:35:43 | Chg.+0.0500 | Bid19:50:51 | Ask19:50:51 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.0900EUR | +4.81% | 1.0500 Bid Size: 10,000 |
1.1000 Ask Size: 10,000 |
AURUBIS AG | 80.00 EUR | 17/12/2025 | 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: | 17/12/2025 |
| Issue date: | 02/11/2023 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 7.31 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.08 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.36 |
| Parity: | -0.40 |
| Time value: | 1.04 |
| Break-even: | 90.40 |
| Moneyness: | 0.95 |
| Premium: | 0.19 |
| Premium p.a.: | 0.17 |
| Spread abs.: | 0.05 |
| Spread %: | 5.05% |
| Delta: | 0.55 |
| Theta: | -0.02 |
| Omega: | 4.04 |
| Rho: | 0.35 |
Quote data
| Open: | 0.9800 |
|---|---|
| High: | 1.0900 |
| Low: | 0.9800 |
| Previous Close: | 1.0400 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.83% | ||
|---|---|---|---|
| 1 Month | +159.52% | ||
| 3 Months | +131.91% | ||
| YTD | -10.66% | ||
| 1 Year | -27.81% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.3500 | 1.0400 |
|---|---|---|
| 1M High / 1M Low: | 1.3500 | 0.3600 |
| 6M High / 6M Low: | 1.4800 | 0.3500 |
| High (YTD): | 20/05/2024 | 1.4800 |
| Low (YTD): | 08/10/2024 | 0.3500 |
| 52W High: | 15/11/2023 | 1.8100 |
| 52W Low: | 08/10/2024 | 0.3500 |
| Avg. price 1W: | 1.2100 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7827 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8270 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.8754 | |
| Avg. volume 1Y: | 8.5938 | |
| Volatility 1M: | 232.05% | |
| Volatility 6M: | 168.37% | |
| Volatility 1Y: | 143.19% | |
| Volatility 3Y: | - |
