HSBC WAR. CALL 12/26 MUV2
/ DE000HS2SW69
HSBC WAR. CALL 12/26 MUV2/ DE000HS2SW69 /
| 02/08/2024 21:36:56 |
Chg.-0.500 |
Bid21:59:16 |
Ask21:59:16 |
Underlying |
Strike price |
Expiration date |
Option type |
| 8.100EUR |
-5.81% |
8.110
Bid Size: 10,000 |
8.160
Ask Size: 10,000 |
MUENCH.RUECKVERS.VNA... |
400.00 EUR |
16/12/2026 |
Call |
Master data
| WKN: |
HS2SW6 |
| Issuer: |
HSBC Trinkaus & Burkhardt |
| Currency: |
EUR |
| Underlying: |
MUENCH.RUECKVERS.VNA O.N. |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
400.00 EUR |
| Maturity: |
16/12/2026 |
| Issue date: |
02/11/2023 |
| Last trading day: |
15/12/2026 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
- |
| Gearing: |
5.35 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
8.69 |
| Intrinsic value: |
3.63 |
| Implied volatility: |
0.15 |
| Historic volatility: |
0.18 |
| Parity: |
3.63 |
| Time value: |
4.53 |
| Break-even: |
481.60 |
| Moneyness: |
1.09 |
| Premium: |
0.10 |
| Premium p.a.: |
0.04 |
| Spread abs.: |
0.05 |
| Spread %: |
0.62% |
| Delta: |
0.80 |
| Theta: |
-0.04 |
| Omega: |
4.29 |
| Rho: |
6.37 |
Quote data
| Open: |
8.260 |
| High: |
8.340 |
| Low: |
8.040 |
| Previous Close: |
8.600 |
| Turnover: |
- |
| Market phase: |
- |
All quotes in EUR
Performance
| 1 Week |
|
|
-15.27% |
| 1 Month |
|
|
-12.62% |
| 3 Months |
|
|
+31.92% |
| YTD |
|
|
+102.50% |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
9.640 |
8.100 |
| 1M High / 1M Low: |
10.220 |
8.100 |
| 6M High / 6M Low: |
10.770 |
4.950 |
| High (YTD): |
01/07/2024 |
10.770 |
| Low (YTD): |
02/01/2024 |
4.030 |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
9.030 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
9.437 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
8.367 |
| Avg. volume 6M: |
|
6.677 |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
69.76% |
| Volatility 6M: |
|
77.02% |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
