HSBC WAR. CALL 12/25 NDA/ DE000HS2SW93 /
| 6/28/2024 9:36:25 PM | Chg.-0.0200 | Bid9:58:59 PM | Ask9:58:59 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.2500EUR | -1.57% | 1.2100 Bid Size: 10,000 |
1.2600 Ask Size: 10,000 |
AURUBIS AG | 75.00 EUR | 12/17/2025 | 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: | 12/17/2025 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.81 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.24 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.32 |
| Parity: | -0.18 |
| Time value: | 1.26 |
| Break-even: | 87.60 |
| Moneyness: | 0.98 |
| Premium: | 0.20 |
| Premium p.a.: | 0.13 |
| Spread abs.: | 0.05 |
| Spread %: | 4.13% |
| Delta: | 0.61 |
| Theta: | -0.01 |
| Omega: | 3.54 |
| Rho: | 0.47 |
Quote data
| Open: | 1.2700 |
|---|---|
| High: | 1.2800 |
| Low: | 1.2500 |
| Previous Close: | 1.2700 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -7.41% | ||
|---|---|---|---|
| 1 Month | -17.22% | ||
| 3 Months | +64.47% | ||
| YTD | -11.97% | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.4300 | 1.2500 |
|---|---|---|
| 1M High / 1M Low: | 1.5500 | 1.1100 |
| 6M High / 6M Low: | 1.7600 | 0.4900 |
| High (YTD): | 5/20/2024 | 1.7600 |
| Low (YTD): | 3/5/2024 | 0.4900 |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.3380 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.3005 | |
| Avg. volume 1M: | 37.8636 | |
| Avg. price 6M: | 1.0381 | |
| Avg. volume 6M: | 11.3730 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 102.26% | |
| Volatility 6M: | 108.20% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
