HSBC WAR. CALL 12/25 NDA/ DE000HS2SWA2 /
| 10/10/2024 1:36:14 PM | Chg.+0.0100 | Bid2:39:53 PM | Ask2:39:53 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3900EUR | +2.63% | 0.4100 Bid Size: 25,000 |
0.4400 Ask Size: 25,000 |
AURUBIS AG | 80.00 EUR | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 14.78 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.48 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.34 |
| Parity: | -1.65 |
| Time value: | 0.43 |
| Break-even: | 84.30 |
| Moneyness: | 0.79 |
| Premium: | 0.33 |
| Premium p.a.: | 0.27 |
| Spread abs.: | 0.05 |
| Spread %: | 13.16% |
| Delta: | 0.35 |
| Theta: | -0.01 |
| Omega: | 5.17 |
| Rho: | 0.21 |
Quote data
| Open: | 0.3800 |
|---|---|
| High: | 0.3900 |
| Low: | 0.3800 |
| Previous Close: | 0.3800 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -9.30% | ||
|---|---|---|---|
| 1 Month | -22.00% | ||
| 3 Months | -70.90% | ||
| YTD | -68.03% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4300 | 0.3500 |
|---|---|---|
| 1M High / 1M Low: | 0.7300 | 0.3500 |
| 6M High / 6M Low: | 1.4800 | 0.3500 |
| High (YTD): | 5/20/2024 | 1.4800 |
| Low (YTD): | 10/8/2024 | 0.3500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3940 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4882 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.8718 | |
| Avg. volume 6M: | 16.9231 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 208.74% | |
| Volatility 6M: | 151.15% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
