HSBC WAR. CALL 12/25 SHL/ DE000HS2SYS0 /
| 11/14/2024 3:35:39 PM | Chg.-0.0200 | Bid4:23:24 PM | Ask4:23:24 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.5600EUR | -3.45% | 0.5500 Bid Size: 25,000 |
0.5800 Ask Size: 25,000 |
SIEMENS HEALTH.AG NA... | 50.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | HS2SYS |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 50.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 8.74 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.50 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | -0.02 |
| Time value: | 0.57 |
| Break-even: | 55.70 |
| Moneyness: | 1.00 |
| Premium: | 0.12 |
| Premium p.a.: | 0.11 |
| Spread abs.: | 0.04 |
| Spread %: | 7.55% |
| Delta: | 0.60 |
| Theta: | -0.01 |
| Omega: | 5.22 |
| Rho: | 0.26 |
Quote data
| Open: | 0.5300 |
|---|---|
| High: | 0.5600 |
| Low: | 0.5300 |
| Previous Close: | 0.5800 |
| Turnover: | 54 |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -23.29% | ||
|---|---|---|---|
| 1 Month | -24.32% | ||
| 3 Months | -17.65% | ||
| YTD | -42.27% | ||
| 1 Year | -33.33% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.7300 | 0.5800 |
|---|---|---|
| 1M High / 1M Low: | 0.7400 | 0.4600 |
| 6M High / 6M Low: | 1.0500 | 0.4600 |
| High (YTD): | 3/8/2024 | 1.2900 |
| Low (YTD): | 10/31/2024 | 0.4600 |
| 52W High: | 3/8/2024 | 1.2900 |
| 52W Low: | 10/31/2024 | 0.4600 |
| Avg. price 1W: | 0.6580 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.6139 | |
| Avg. volume 1M: | 4.3478 | |
| Avg. price 6M: | 0.7767 | |
| Avg. volume 6M: | 4.0152 | |
| Avg. price 1Y: | 0.8845 | |
| Avg. volume 1Y: | 7.4219 | |
| Volatility 1M: | 169.38% | |
| Volatility 6M: | 112.48% | |
| Volatility 1Y: | 91.03% | |
| Volatility 3Y: | - |
