HSBC WAR. CALL 12/25 NDA/ DE000HS2SWB0 /
| 2024-07-31 9:35:34 PM | Chg.+0.0600 | Bid9:59:59 PM | Ask9:59:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5800EUR | +11.54% | 0.5500 Bid Size: 10,000 |
0.6000 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: | 13.09 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.57 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.31 |
| Historic volatility: | 0.32 |
| Parity: | -1.93 |
| Time value: | 0.54 |
| Break-even: | 95.40 |
| Moneyness: | 0.79 |
| Premium: | 0.35 |
| Premium p.a.: | 0.24 |
| Spread abs.: | 0.05 |
| Spread %: | 10.20% |
| Delta: | 0.37 |
| Theta: | -0.01 |
| Omega: | 4.81 |
| Rho: | 0.28 |
Quote data
| Open: | 0.5000 |
|---|---|
| High: | 0.5800 |
| Low: | 0.5000 |
| Previous Close: | 0.5200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +9.43% | ||
|---|---|---|---|
| 1 Month | -15.94% | ||
| 3 Months | -27.50% | ||
| YTD | -34.09% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.5700 | 0.5000 |
|---|---|---|
| 1M High / 1M Low: | 0.9200 | 0.5000 |
| 6M High / 6M Low: | 1.0700 | 0.2500 |
| High (YTD): | 2024-05-20 | 1.0700 |
| Low (YTD): | 2024-03-06 | 0.2500 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.5380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.7464 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.6065 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 130.28% | |
| Volatility 6M: | 132.39% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
