HSBC WAR. CALL 12/25 NDA/ DE000HS2SWB0 /
| 2024-11-13 7:35:12 PM | Chg.+0.0400 | Bid9:22:55 PM | Ask9:22:55 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.7100EUR | +5.97% | 0.6800 Bid Size: 10,000 |
0.7300 Ask Size: 10,000 |
AURUBIS AG | 90.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SWB |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 90.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 11.34 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.74 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.34 |
| Historic volatility: | 0.36 |
| Parity: | -1.40 |
| Time value: | 0.67 |
| Break-even: | 96.70 |
| Moneyness: | 0.84 |
| Premium: | 0.27 |
| Premium p.a.: | 0.25 |
| Spread abs.: | 0.05 |
| Spread %: | 8.06% |
| Delta: | 0.42 |
| Theta: | -0.02 |
| Omega: | 4.73 |
| Rho: | 0.27 |
Quote data
| Open: | 0.6300 |
|---|---|
| High: | 0.7100 |
| Low: | 0.6300 |
| Previous Close: | 0.6700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +4.41% | ||
|---|---|---|---|
| 1 Month | +208.70% | ||
| 3 Months | +153.57% | ||
| YTD | -19.32% | ||
| 1 Year | -37.72% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.9100 | 0.6700 |
|---|---|---|
| 1M High / 1M Low: | 0.9100 | 0.1910 |
| 6M High / 6M Low: | 1.0700 | 0.1820 |
| High (YTD): | 2024-05-20 | 1.0700 |
| Low (YTD): | 2024-09-24 | 0.1820 |
| 52W High: | 2023-11-15 | 1.3900 |
| 52W Low: | 2024-09-24 | 0.1820 |
| Avg. price 1W: | 0.7980 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.4778 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5342 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.5907 | |
| Avg. volume 1Y: | 0.0000 | |
| Volatility 1M: | 291.69% | |
| Volatility 6M: | 202.88% | |
| Volatility 1Y: | 165.56% | |
| Volatility 3Y: | - |
