HSBC WAR. CALL 12/25 NDA/ DE000HS48136 /
| 26/09/2024 21:37:11 | Chg.+0.1500 | Bid21:59:13 | Ask21:59:13 | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.8000EUR | +23.08% | 0.7700 Bid Size: 10,000 |
0.8200 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: | 8.96 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.75 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.32 |
| Historic volatility: | 0.34 |
| Parity: | -0.73 |
| Time value: | 0.70 |
| Break-even: | 77.00 |
| Moneyness: | 0.90 |
| Premium: | 0.23 |
| Premium p.a.: | 0.18 |
| Spread abs.: | 0.05 |
| Spread %: | 7.69% |
| Delta: | 0.49 |
| Theta: | -0.01 |
| Omega: | 4.41 |
| Rho: | 0.29 |
Quote data
| Open: | 0.6600 |
|---|---|
| High: | 0.8000 |
| Low: | 0.6600 |
| Previous Close: | 0.6500 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.27% | ||
|---|---|---|---|
| 1 Month | -21.57% | ||
| 3 Months | -47.71% | ||
| YTD | - | ||
| 1 Year | - | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 1.1000 | 0.6400 |
|---|---|---|
| 1M High / 1M Low: | 1.2000 | 0.6400 |
| 6M High / 6M Low: | 2.0600 | 0.6400 |
| High (YTD): | - | - |
| Low (YTD): | - | - |
| 52W High: | - | - |
| 52W Low: | - | - |
| Avg. price 1W: | 0.7860 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.9204 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 1.3438 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | - | |
| Avg. volume 1Y: | - | |
| Volatility 1M: | 169.57% | |
| Volatility 6M: | 129.81% | |
| Volatility 1Y: | - | |
| Volatility 3Y: | - |
