HSBC WAR. CALL 12/25 NDA/ DE000HS48136 /
2024-08-16 9:35:14 PM | Chg.-0.0200 | Bid9:59:36 PM | Ask9:59:36 PM | Underlying | Strike price | Expiration date | Option type |
---|---|---|---|---|---|---|---|
0.8900EUR | -2.20% | 0.8400 Bid Size: 10,000 |
0.8900 Ask Size: 10,000 |
AURUBIS AG | 70.00 EUR | 2025-12-17 | 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: | 2025-12-17 |
Issue date: | 2024-01-16 |
Last trading day: | 2025-12-16 |
Ratio: | 10:1 |
Exercise type: | American |
Quanto: | - |
Gearing: | 7.35 |
Leverage: | Yes |
Calculated values
Fair value: | 0.94 |
---|---|
Intrinsic value: | 0.00 |
Implied volatility: | 0.31 |
Historic volatility: | 0.33 |
Parity: | -0.46 |
Time value: | 0.89 |
Break-even: | 78.90 |
Moneyness: | 0.94 |
Premium: | 0.21 |
Premium p.a.: | 0.15 |
Spread abs.: | 0.05 |
Spread %: | 5.95% |
Delta: | 0.55 |
Theta: | -0.01 |
Omega: | 4.05 |
Rho: | 0.36 |
Quote data
Open: | 0.8900 |
---|---|
High: | 0.9000 |
Low: | 0.8900 |
Previous Close: | 0.9100 |
Turnover: | - |
Market phase: | - |
All quotes in EUR
Performance
1 Week | +8.54% | ||
---|---|---|---|
1 Month | -45.73% | ||
3 Months | -53.65% | ||
YTD | - | ||
1 Year | - | ||
3 Years | - | ||
5 Years | - | ||
10 Years | - |
1W High / 1W Low: | 0.9100 | 0.8000 |
---|---|---|
1M High / 1M Low: | 1.6400 | 0.7500 |
6M High / 6M Low: | 2.0600 | 0.6200 |
High (YTD): | - | - |
Low (YTD): | - | - |
52W High: | - | - |
52W Low: | - | - |
Avg. price 1W: | 0.8500 | |
Avg. volume 1W: | 0.0000 | |
Avg. price 1M: | 1.1239 | |
Avg. volume 1M: | 0.0000 | |
Avg. price 6M: | 1.3219 | |
Avg. volume 6M: | 0.0000 | |
Avg. price 1Y: | - | |
Avg. volume 1Y: | - | |
Volatility 1M: | 158.94% | |
Volatility 6M: | 117.64% | |
Volatility 1Y: | - | |
Volatility 3Y: | - |