HSBC WAR. CALL 12/25 NDA/ DE000HS2SWC8 /
| 2024-07-31 9:35:28 PM | Chg.+0.0400 | Bid9:59:05 PM | Ask9:59:05 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3600EUR | +12.50% | 0.3400 Bid Size: 10,000 |
0.3900 Ask Size: 10,000 |
AURUBIS AG | 100.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SWC |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 100.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 20.20 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.38 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.32 |
| Parity: | -2.93 |
| Time value: | 0.35 |
| Break-even: | 103.50 |
| Moneyness: | 0.71 |
| Premium: | 0.46 |
| Premium p.a.: | 0.32 |
| Spread abs.: | 0.05 |
| Spread %: | 16.67% |
| Delta: | 0.26 |
| Theta: | -0.01 |
| Omega: | 5.35 |
| Rho: | 0.21 |
Quote data
| Open: | 0.3000 |
|---|---|
| High: | 0.3600 |
| Low: | 0.3000 |
| Previous Close: | 0.3200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +12.50% | ||
|---|---|---|---|
| 1 Month | -20.00% | ||
| 3 Months | -32.08% | ||
| YTD | -43.75% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3500 | 0.3100 |
|---|---|---|
| 1M High / 1M Low: | 0.6100 | 0.3000 |
| 6M High / 6M Low: | 0.7400 | 0.1570 |
| High (YTD): | 2024-05-20 | 0.7400 |
| Low (YTD): | 2024-03-06 | 0.1570 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.3300 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4845 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3984 | |
| Avg. volume 6M: | 20.5197 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 145.54% | |
| Volatility 6M: | 141.76% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
