HSBC WAR. CALL 12/25 SHL/ DE000HS2SYT8 /
| 2024-11-14 3:36:01 PM | Chg.-0.0100 | Bid6:22:44 PM | Ask6:22:44 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.3500EUR | -2.78% | 0.3300 Bid Size: 10,000 |
0.3700 Ask Size: 10,000 |
SIEMENS HEALTH.AG NA... | 55.00 EUR | 2025-12-17 | Call |
Master data
| WKN: | HS2SYT |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 55.00 EUR |
| Maturity: | 2025-12-17 |
| Issue date: | 2023-11-02 |
| Last trading day: | 2025-12-16 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 13.47 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.29 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | -0.52 |
| Time value: | 0.37 |
| Break-even: | 58.70 |
| Moneyness: | 0.91 |
| Premium: | 0.18 |
| Premium p.a.: | 0.16 |
| Spread abs.: | 0.04 |
| Spread %: | 12.12% |
| Delta: | 0.45 |
| Theta: | -0.01 |
| Omega: | 6.04 |
| Rho: | 0.20 |
Quote data
| Open: | 0.3200 |
|---|---|
| High: | 0.3500 |
| Low: | 0.3200 |
| Previous Close: | 0.3600 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -27.08% | ||
|---|---|---|---|
| 1 Month | -28.57% | ||
| 3 Months | -22.22% | ||
| YTD | -51.39% | ||
| 1 Year | -45.31% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.4800 | 0.3600 |
|---|---|---|
| 1M High / 1M Low: | 0.4900 | 0.2800 |
| 6M High / 6M Low: | 0.7600 | 0.2800 |
| High (YTD): | 2024-03-08 | 1.0000 |
| Low (YTD): | 2024-10-31 | 0.2800 |
| 52W High: | 2024-03-08 | 1.0000 |
| 52W Low: | 2024-10-31 | 0.2800 |
| Avg. price 1W: | 0.4280 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.3904 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.5291 | |
| Avg. volume 6M: | 0.0000 | |
| Avg. price 1Y: | 0.6361 | |
| Avg. volume 1Y: | 16.0156 | |
| Volatility 1M: | 216.95% | |
| Volatility 6M: | 138.95% | |
| Volatility 1Y: | 109.68% | |
| Volatility 3Y: | - |
