HSBC WAR. CALL 12/25 NDA/ DE000HS2SW93 /
2024-09-27 7:36:34 PM | Chg.-0.0100 | Bid8:23:00 PM | Ask8:23:00 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.6100EUR | -1.61% | 0.5600 Bid Size: 10,000 |
0.6100 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: | 10.31 |
Leverage: | Yes |
Calculated values
Fair value: | 0.76 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.30 |
Historic volatility: | 0.34 |
Parity: | -0.90 |
Time value: | 0.64 |
Break-even: | 81.40 |
Moneyness: | 0.88 |
Premium: | 0.23 |
Premium p.a.: | 0.19 |
Spread abs.: | 0.05 |
Spread %: | 8.47% |
Delta: | 0.46 |
Theta: | -0.01 |
Omega: | 4.76 |
Rho: | 0.29 |
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 | -29.89% | ||
---|---|---|---|
1 Month | -23.75% | ||
3 Months | -51.97% | ||
YTD | -57.04% | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.8700 | 0.4800 |
---|---|---|
1M High / 1M Low: | 0.9500 | 0.4800 |
6M High / 6M Low: | 1.7600 | 0.4800 |
High (YTD): | 2024-05-20 | 1.7600 |
Low (YTD): | 2024-09-24 | 0.4800 |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.6060 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 0.7191 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.1018 | |
Avg. volume 6M: | 17.5659 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 183.58% | |
Volatility 6M: | 139.83% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |