HSBC WAR. CALL 12/25 NDA/ DE000HS2SW93 /
14/08/2024 21:36:21 | Chg.+0.0100 | Bid21:59:37 | Ask21:59:37 | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6300EUR | +1.61% | 0.6200 Bid Size: 10,000 |
0.6700 Ask Size: 10,000 |
AURUBIS AG | 75.00 EUR | 17/12/2025 | 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: | 17/12/2025 |
Issue date: | 02/11/2023 |
Last trading day: | 16/12/2025 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 9.80 |
Leverage: | Yes |
Calculated values
Fair value: | 0.69 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.32 |
Historic volatility: | 0.33 |
Parity: | -1.13 |
Time value: | 0.65 |
Break-even: | 81.50 |
Moneyness: | 0.85 |
Premium: | 0.28 |
Premium p.a.: | 0.20 |
Spread abs.: | 0.05 |
Spread %: | 8.33% |
Delta: | 0.45 |
Theta: | -0.01 |
Omega: | 4.41 |
Rho: | 0.30 |
Quote data
Open: | 0.6000 |
---|---|
High: | 0.6300 |
Low: | 0.6000 |
Previous Close: | 0.6200 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.62% | ||
---|---|---|---|
1 Month | -60.38% | ||
3 Months | -55.94% | ||
YTD | -55.63% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.6400 | 0.5800 |
---|---|---|
1M High / 1M Low: | 1.4800 | 0.5800 |
6M High / 6M Low: | 1.7600 | 0.4900 |
High (YTD): | 20/05/2024 | 1.7600 |
Low (YTD): | 05/03/2024 | 0.4900 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6100 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.9809 | |
Avg. volume 1M: | 37.8636 | |
Avg. price 6M: | 1.0885 | |
Avg. volume 6M: | 17.8425 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 164.24% | |
Volatility 6M: | 125.24% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |