HSBC WAR. CALL 12/25 NDA/ DE000HS48128 /
| 2024-07-31 9:35:11 PM | Chg.+0.1500 | Bid9:58:48 PM | Ask9:58:48 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.6400EUR | +10.07% | 1.6000 Bid Size: 10,000 |
1.6500 Ask Size: 10,000 |
AURUBIS AG | 65.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS4812 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 65.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2024-01-16 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 4.65 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.50 |
|---|---|
| Intrinsic value: | 0.57 |
| Implied volatility: | 0.33 |
| Historic volatility: | 0.32 |
| Parity: | 0.57 |
| Time value: | 0.95 |
| Break-even: | 80.20 |
| Moneyness: | 1.09 |
| Premium: | 0.13 |
| Premium p.a.: | 0.10 |
| Spread abs.: | 0.05 |
| Spread %: | 3.40% |
| Delta: | 0.70 |
| Theta: | -0.01 |
| Omega: | 3.28 |
| Rho: | 0.48 |
Quote data
| Open: | 1.5000 |
|---|---|
| High: | 1.6400 |
| Low: | 1.5000 |
| Previous Close: | 1.4900 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | +6.49% | ||
|---|---|---|---|
| 1 Month | -8.89% | ||
| 3 Months | -15.90% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.6100 | 1.4900 |
|---|---|---|
| 1M High / 1M Low: | 2.2100 | 1.4800 |
| 6M High / 6M Low: | 2.3800 | 0.7800 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.5580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.9095 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.5758 | |
| Avg. volume 6M: | .4724 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 78.06% | |
| Volatility 6M: | 97.88% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
