HSBC WAR. CALL 12/25 SHL/ DE000HS2SYU6 /
| 11/14/2024 3:36:00 PM | Chg.-0.0100 | Bid4:12:12 PM | Ask4:12:12 PM | Underlying | Strike price | Expiration date | Option type |
|---|---|---|---|---|---|---|---|
| 0.2100EUR | -4.55% | 0.2100 Bid Size: 25,000 |
0.2400 Ask Size: 25,000 |
SIEMENS HEALTH.AG NA... | 60.00 EUR | 12/17/2025 | Call |
Master data
| WKN: | HS2SYU |
|---|---|
| Issuer: | HSBC Trinkaus & Burkhardt |
| Currency: | EUR |
| Underlying: | SIEMENS HEALTH.AG NA O.N. |
| Type: | Warrant |
| Option type: | Call |
| Strike price: | 60.00 EUR |
| Maturity: | 12/17/2025 |
| Issue date: | 11/2/2023 |
| Last trading day: | 12/16/2025 |
| Ratio: | 10:1 |
| Exercise type: | American |
| Quanto: | - |
| Gearing: | 21.67 |
| Leverage: | Yes |
Calculated values
| Fair value: | 0.16 |
|---|---|
| Intrinsic value: | 0.00 |
| Implied volatility: | 0.24 |
| Historic volatility: | 0.21 |
| Parity: | -1.02 |
| Time value: | 0.23 |
| Break-even: | 62.30 |
| Moneyness: | 0.83 |
| Premium: | 0.25 |
| Premium p.a.: | 0.23 |
| Spread abs.: | 0.04 |
| Spread %: | 21.05% |
| Delta: | 0.32 |
| Theta: | -0.01 |
| Omega: | 6.90 |
| Rho: | 0.15 |
Quote data
| Open: | 0.1880 |
|---|---|
| High: | 0.2100 |
| Low: | 0.1880 |
| Previous Close: | 0.2200 |
| Turnover: | - |
| Market phase: | - |
All quotes in EUR
Performance
| 1 Week | -30.00% | ||
|---|---|---|---|
| 1 Month | -32.26% | ||
| 3 Months | -25.00% | ||
| YTD | -60.38% | ||
| 1 Year | -56.25% | ||
| 3 Years | - | ||
| 5 Years | - | ||
| 10 Years | - |
| 1W High / 1W Low: | 0.3000 | 0.2200 |
|---|---|---|
| 1M High / 1M Low: | 0.3100 | 0.1560 |
| 6M High / 6M Low: | 0.5400 | 0.1550 |
| High (YTD): | 3/8/2024 | 0.7500 |
| Low (YTD): | 9/24/2024 | 0.1550 |
| 52W High: | 3/8/2024 | 0.7500 |
| 52W Low: | 9/24/2024 | 0.1550 |
| Avg. price 1W: | 0.2620 | |
| Avg. volume 1W: | 0.0000 | |
| Avg. price 1M: | 0.2357 | |
| Avg. volume 1M: | 0.0000 | |
| Avg. price 6M: | 0.3461 | |
| Avg. volume 6M: | 7.5758 | |
| Avg. price 1Y: | 0.4447 | |
| Avg. volume 1Y: | 40.1367 | |
| Volatility 1M: | 281.64% | |
| Volatility 6M: | 173.16% | |
| Volatility 1Y: | 134.12% | |
| Volatility 3Y: | - |
