HSBC WAR. CALL 12/25 UTDI
/ DE000HS2SZU3
HSBC WAR. CALL 12/25 UTDI/ DE000HS2SZU3 /
| 2024-07-17 7:35:16 PM |
Chg.-0.0050 |
Bid8:10:18 PM |
Ask8:10:18 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 0.1220EUR |
-3.94% |
0.1080
Bid Size: 50,000 |
0.1240
Ask Size: 50,000 |
UTD.INTERNET AG NA |
30.00 EUR |
2025-12-17 |
Call |
Master data
| WKN: |
HS2SZU |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
UTD.INTERNET AG NA |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
30.00 EUR |
| Maturity: |
2025-12-17 |
| Issue date: |
2023-11-02 |
| Last trading day: |
2025-12-16 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
14.56 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.13 |
| Intrinsic value: |
0.00 |
| Implied volatility: |
0.37 |
| Historic volatility: |
0.36 |
| Parity: |
-0.93 |
| Time value: |
0.14 |
| Break-even: |
31.42 |
| Moneyness: |
0.69 |
| Premium: |
0.52 |
| Premium p.a.: |
0.34 |
| Spread abs.: |
0.04 |
| Spread %: |
42.00% |
| Delta: |
0.30 |
| Theta: |
0.00 |
| Omega: |
4.43 |
| Rho: |
0.07 |
Quote data
| Open: |
0.1260 |
| High: |
0.1260 |
| Low: |
0.1220 |
| Previous Close: |
0.1270 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
+1.67% |
| 1 Month |
|
|
-5.43% |
| 3 Months |
|
|
-20.78% |
| YTD |
|
|
-53.08% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
0.1370 |
0.1200 |
| 1M High / 1M Low: |
0.1370 |
0.1200 |
| 6M High / 6M Low: |
0.3400 |
0.1200 |
| High (YTD): |
2024-01-26 |
0.3400 |
| Low (YTD): |
2024-07-10 |
0.1200 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
0.1288 |
| Avg. volume 1W: |
|
0.0000 |
| Avg. price 1M: |
|
0.1235 |
| Avg. volume 1M: |
|
0.0000 |
| Avg. price 6M: |
|
0.2038 |
| Avg. volume 6M: |
|
0.0000 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
42.43% |
| Volatility 6M: |
|
68.12% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
