HSBC WAR. CALL 12/25 NDA/ DE000HS48136 /
| 14/11/2024 08:01:14 | Chg.-0.0400 | Bid08:16:24 | Ask08:16:24 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 1.5600EUR | -2.50% | 1.5700 Bid Size: 10,000 |
1.6200 Ask Size: 10,000 |
AURUBIS AG | 70.00 EUR | 17/12/2025 | Call |
Master data
| WKN: | HS4813 |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | AURUBIS AG |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 70.00 EUR |
| Maturity: | 17/12/2025 |
| Issue date: | 16/01/2024 |
| Last trading day: | 16/12/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 5.00 |
| Leverage: | Yes |
Calculated values
| Fair value: | 1.54 |
|---|---|
| Intrinsic value: | 0.60 |
| Implied volatility: | 0.35 |
| Historic volatility: | 0.36 |
| Parity: | 0.60 |
| Time value: | 0.92 |
| Break-even: | 85.20 |
| Moneyness: | 1.09 |
| Premium: | 0.12 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.05 |
| Spread %: | 3.40% |
| Delta: | 0.69 |
| Theta: | -0.02 |
| Omega: | 3.45 |
| Rho: | 0.41 |
Quote data
| Open: | 1.5600 |
|---|---|
| High: | 1.5600 |
| Low: | 1.5600 |
| Previous Close: | 1.6000 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -17.02% | ||
|---|---|---|---|
| 1 Month | +129.41% | ||
| 3 Months | +90.24% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.9200 | 1.5200 |
|---|---|---|
| 1M High / 1M Low: | 1.9200 | 0.6600 |
| 6M High / 6M Low: | 2.0600 | 0.6400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 1.7620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 1.2417 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.2647 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 181.02% | |
| Volatility 6M: | 139.49% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
