HSBC WAR. CALL 12/25 NDA/ DE000HS2SW93 /
| 2024-11-13 5:37:18 PM | Chg.+0.0700 | Bid6:25:34 PM | Ask6:25:34 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.3300EUR | +5.56% | 1.2700 Bid Size: 10,000 |
1.3200 Ask Size: 10,000 |
AURUBIS AG | 75.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SW9 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 75.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 6.03 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.29 |
|---|---|
| Intrinsic value: | 0.10 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.36 |
| Parity: | 0.10 |
| Time value: | 1.16 |
| Break-even: | 87.60 |
| Moneyness: | 1.01 |
| Premium: | 0.15 |
| Premium p.a.: | 0.14 |
| Spread abs.: | 0.05 |
| Spread %: | 4.13% |
| Delta: | 0.62 |
| Theta: | -0.02 |
| Omega: | 3.75 |
| Rho: | 0.38 |
Quote data
| Open: | 1.2100 |
|---|---|
| High: | 1.3300 |
| Low: | 1.2100 |
| Previous Close: | 1.2600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +2.31% | ||
|---|---|---|---|
| 1 Month | +137.50% | ||
| 3 Months | +114.52% | ||
| YTD | -6.34% | ||
| 1 Year | -23.12% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6200 | 1.2600 |
|---|---|---|
| 1M High / 1M Low: | 1.6200 | 0.4900 |
| 6M High / 6M Low: | 1.7600 | 0.4800 |
| High (YTD): | 2024-05-20 | 1.7600 |
| Low (YTD): | 2024-10-08 | 0.4800 |
| 52W High: | 2023-11-15 | 2.0600 |
| 52W Low: | 2024-10-08 | 0.4800 |
| Avg. price 1W: | 1.4680 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9855 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.0287 | |
| Avg. volume 6M: | 17.1667 | |
| Avg. price 1Y: | 1.0661 | |
| Avg. volume 1Y: | 8.8516 | |
| Volatility 1M: | 208.68% | |
| Volatility 6M: | 153.56% | |
| Volatility 1Y: | 130.87% | |
| Volatility 3Y: | - |
